-41.3%
KTOS vs XE
-66.6%
+25.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -8.5% | -3.8% | -10.1% |
| 7D | -12.7% | -12.9% | +0.3% | -9.5% |
| 30D | -14.4% | -30.3% | +15.8% | -7.0% |
| 3M | -30.7% | -45.9% | +15.2% | -21.5% |
| 6M | -41.9% | -66.2% | +24.3% | -29.7% |
| All | -41.3% | -66.6% | +25.3% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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