-24.8%
KTOS vs XLRE
+9.1%
-33.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -8.0% | -1.2% | -6.8% | -7.5% |
| 30D | -13.6% | -2.8% | -10.8% | -12.4% |
| 3M | -24.6% | -0.2% | -24.4% | -25.9% |
| 6M | -46.3% | +1.9% | -48.3% | -49.1% |
| YTD | -37.0% | +10.6% | -47.6% | -44.5% |
| 1Y | -24.8% | +8.8% | -33.6% | -33.5% |
| All | -24.8% | +9.1% | -33.9% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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