-31.0%
KTOS vs JEPI
+7.8%
-38.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -2.3% |
| 7D | -2.4% | -1.0% | -1.4% | +0.1% |
| 30D | -26.8% | -1.4% | -25.4% | -24.2% |
| 3M | -20.6% | +3.5% | -24.1% | -27.2% |
| 6M | -47.5% | +1.9% | -49.4% | -50.2% |
| YTD | -38.5% | +4.4% | -42.9% | -46.1% |
| 1Y | -31.0% | +7.2% | -38.2% | -41.7% |
| All | -31.0% | +7.8% | -38.8% | -41.7% |
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