+71.4%
XLC vs KTOS
+216.1%
-144.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +0.5% | -2.4% | +2.9% | +0.7% |
| 30D | +2.1% | -26.8% | +29.0% | +4.4% |
| 3M | +0.7% | -20.6% | +21.3% | +2.1% |
| 6M | -3.2% | -47.5% | +44.3% | +0.9% |
| YTD | -3.8% | -38.5% | +34.7% | -2.5% |
| 1Y | -2.0% | -31.0% | +29.0% | -3.0% |
| 3Y | +71.4% | +216.5% | -145.2% | +35.2% |
| All | +71.4% | +216.1% | -144.8% | +35.2% |
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