-62.6%
KTOS vs XPO
+9,727.5%
-9,790.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -5.7% | +3.3% | -1.3% |
| 30D | -26.8% | -12.8% | -14.0% | -25.0% |
| 3M | -20.6% | -20.0% | -0.6% | -17.5% |
| 6M | -47.5% | -6.0% | -41.4% | -47.0% |
| YTD | -38.5% | +34.0% | -72.5% | -42.0% |
| 1Y | -31.0% | +35.6% | -66.6% | -35.2% |
| 3Y | +216.5% | +152.3% | +64.3% | +159.3% |
| 5Y | +105.7% | +264.4% | -158.7% | +54.2% |
| 10Y | +615.0% | +1,498.6% | -883.6% | +321.6% |
| All | -62.6% | +9,727.5% | -9,790.1% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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