+653.6%
XLB vs KTOS
-68.9%
+722.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -2.8% | -2.4% | -0.5% | -2.6% |
| 30D | -3.1% | -26.8% | +23.7% | -0.3% |
| 3M | -0.2% | -20.6% | +20.4% | +1.6% |
| 6M | +3.1% | -47.5% | +50.6% | +8.4% |
| YTD | +13.3% | -38.5% | +51.8% | +16.4% |
| 1Y | +12.0% | -31.0% | +43.0% | +13.2% |
| 3Y | +31.4% | +216.5% | -185.1% | +12.5% |
| 5Y | +33.9% | +105.7% | -71.8% | +17.4% |
| 10Y | +162.3% | +615.0% | -452.7% | +100.9% |
| All | +653.6% | -68.9% | +722.4% | +465.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling