+149.7%
XBI vs KTOS
+613.9%
-464.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -4.6% | -2.4% | -2.3% | -4.1% |
| 30D | -2.0% | -26.8% | +24.8% | +5.0% |
| 3M | +17.8% | -20.6% | +38.4% | +22.9% |
| 6M | +23.7% | -47.5% | +71.2% | +40.0% |
| YTD | +28.2% | -38.5% | +66.7% | +36.4% |
| 1Y | +64.0% | -31.0% | +95.0% | +66.5% |
| 3Y | +99.4% | +216.5% | -117.1% | +29.1% |
| 5Y | +19.3% | +105.7% | -86.3% | -17.3% |
| All | +149.7% | +613.9% | -464.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 10y: compounded portfolio wealth divided by compounded KTOS 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…
10y analysis · Full analysis span regression · 6 months rolling