-51.5%
KTOS vs JEPI
+7.6%
-59.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.0% |
| 7D | -14.6% | -2.0% | -12.6% | -11.1% |
| 30D | -16.3% | 0.0% | -16.3% | -16.9% |
| 3M | -38.9% | -0.8% | -38.1% | -38.1% |
| 6M | -42.9% | +3.2% | -46.2% | -47.8% |
| YTD | -53.8% | +4.7% | -58.4% | -61.0% |
| 1Y | -51.5% | +8.0% | -59.5% | -63.4% |
| All | -51.5% | +7.6% | -59.2% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JEPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling