+217.9%
XLE vs KTOS
+100.3%
+117.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +1.7% | -2.4% | +4.0% | +1.9% |
| 30D | +6.7% | -26.8% | +33.6% | +10.0% |
| 3M | +14.9% | -20.6% | +35.4% | +17.1% |
| 6M | +15.9% | -47.5% | +63.4% | +23.0% |
| YTD | +47.7% | -38.5% | +86.2% | +51.4% |
| 1Y | +50.7% | -31.0% | +81.7% | +50.4% |
| 3Y | +57.9% | +216.5% | -158.7% | +20.1% |
| All | +217.9% | +100.3% | +117.6% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling