+97.5%
KTOS vs XLRE
+8.4%
+89.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.2% |
| 7D | -2.4% | -1.2% | -1.2% | -1.5% |
| 30D | -26.8% | -2.4% | -24.4% | -25.6% |
| 3M | -20.6% | -2.5% | -18.1% | -19.7% |
| 6M | -47.5% | +4.0% | -51.5% | -49.4% |
| YTD | -38.5% | +9.3% | -47.8% | -42.9% |
| 1Y | -31.0% | +5.6% | -36.6% | -34.4% |
| 3Y | +216.5% | +31.3% | +185.3% | +150.3% |
| All | +97.5% | +8.4% | +89.1% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling