+177.8%
XLE vs KTOS
+613.9%
-436.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +1.7% | -2.4% | +4.0% | +2.1% |
| 30D | +6.7% | -26.8% | +33.6% | +12.4% |
| 3M | +14.9% | -20.6% | +35.4% | +18.4% |
| 6M | +15.9% | -47.5% | +63.4% | +27.0% |
| YTD | +47.7% | -38.5% | +86.2% | +54.0% |
| 1Y | +50.7% | -31.0% | +81.7% | +51.2% |
| 3Y | +57.9% | +216.5% | -158.7% | +8.6% |
| 5Y | +227.0% | +105.7% | +121.3% | +138.2% |
| All | +177.8% | +613.9% | -436.1% | +64.2% |
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 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