-56.9%
KTOS vs XYL
-32.2%
-24.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.2% | -6.8% |
| 7D | -23.4% | +10.2% | -33.6% | -26.4% |
| 30D | -23.6% | -4.3% | -19.3% | -23.3% |
| 3M | -39.7% | -17.8% | -21.8% | -33.1% |
| 6M | -43.7% | -13.4% | -30.3% | -40.7% |
| YTD | -56.0% | -25.7% | -30.3% | -50.6% |
| 1Y | -56.9% | -32.7% | -24.2% | -40.9% |
| All | -56.9% | -32.2% | -24.7% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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