+181.9%
KTOS vs JEPI
+93.8%
+88.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.8% |
| 7D | -2.4% | -1.0% | -1.4% | -0.7% |
| 30D | -26.8% | -1.4% | -25.4% | -25.1% |
| 3M | -20.6% | +3.5% | -24.1% | -25.0% |
| 6M | -47.5% | +1.9% | -49.4% | -48.8% |
| YTD | -38.5% | +4.4% | -42.9% | -42.4% |
| 1Y | -31.0% | +7.2% | -38.2% | -37.8% |
| 3Y | +216.5% | +29.8% | +186.8% | +111.3% |
| 5Y | +105.7% | +41.7% | +64.0% | +18.7% |
| All | +181.9% | +93.8% | +88.2% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling