+216.5%
KTOS vs XYL
+15.7%
+200.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -2.4% | +1.2% | -3.6% | -3.1% |
| 30D | -26.8% | -11.9% | -14.9% | -20.8% |
| 3M | -20.6% | -1.5% | -19.0% | -21.1% |
| 6M | -47.5% | -11.9% | -35.6% | -43.6% |
| YTD | -38.5% | -20.6% | -17.9% | -29.7% |
| 1Y | -31.0% | -23.5% | -7.5% | -19.0% |
| 3Y | +216.5% | +14.9% | +201.7% | +220.7% |
| All | +216.5% | +15.7% | +200.9% | +220.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling