+31.4%
XLB vs KTOS
+216.1%
-184.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -2.8% | -2.4% | -0.5% | -2.7% |
| 30D | -3.1% | -26.8% | +23.7% | -0.7% |
| 3M | -0.2% | -20.6% | +20.4% | +1.4% |
| 6M | +3.1% | -47.5% | +50.6% | +7.8% |
| YTD | +13.3% | -38.5% | +51.8% | +15.3% |
| 1Y | +12.0% | -31.0% | +43.0% | +11.9% |
| 3Y | +31.4% | +216.5% | -185.1% | +8.1% |
| All | +31.4% | +216.1% | -184.7% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling