+55.6%
KTOS vs XME
+227.9%
-172.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.4% | -4.2% | +1.8% | -0.6% |
| 30D | -26.8% | -2.7% | -24.1% | -26.1% |
| 3M | -20.6% | -3.9% | -16.6% | -19.0% |
| 6M | -47.5% | -1.0% | -46.5% | -46.9% |
| YTD | -38.5% | +9.8% | -48.3% | -40.2% |
| 1Y | -31.0% | +32.5% | -63.6% | -37.8% |
| 3Y | +216.5% | +124.3% | +92.2% | +129.2% |
| 5Y | +105.7% | +165.8% | -60.1% | +37.5% |
| 10Y | +615.0% | +411.8% | +203.2% | +266.1% |
| All | +55.6% | +227.9% | -172.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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