+97.5%
KTOS vs KEEL
-34.6%
+132.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.2% |
| 7D | -2.4% | +2.9% | -5.2% | -2.9% |
| 30D | -26.8% | +0.8% | -27.7% | -27.4% |
| 3M | -20.6% | -35.3% | +14.8% | -17.0% |
| 6M | -47.5% | +59.4% | -106.9% | -52.7% |
| YTD | -38.5% | +51.9% | -90.4% | -44.5% |
| 1Y | -31.0% | +75.0% | -106.0% | -40.5% |
| 3Y | +216.5% | +224.5% | -8.0% | +126.7% |
| All | +97.5% | -34.6% | +132.1% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 5y: compounded portfolio wealth divided by compounded KEEL 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…
5y analysis · Full analysis span regression · 6 months rolling