+147.8%
XEL vs KTOS
+613.9%
-466.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | -2.4% | +2.1% | -0.1% |
| 30D | -3.9% | -26.8% | +22.9% | -2.0% |
| 3M | -2.8% | -20.6% | +17.8% | -1.6% |
| 6M | -5.4% | -47.5% | +42.1% | -1.8% |
| YTD | +3.8% | -38.5% | +42.2% | +5.7% |
| 1Y | +6.8% | -31.0% | +37.8% | +7.2% |
| 3Y | +45.6% | +216.5% | -171.0% | +25.2% |
| 5Y | +30.7% | +105.7% | -75.0% | +14.1% |
| All | +147.8% | +613.9% | -466.1% | +110.0% |
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