+927.3%
XLE vs KTOS
-68.9%
+996.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | +14.9% | -20.6% | +35.4% | +16.8% |
| 6M | +15.9% | -47.5% | +63.4% | +21.6% |
| YTD | +47.7% | -38.5% | +86.2% | +51.5% |
| 1Y | +50.7% | -31.0% | +81.7% | +52.0% |
| 3Y | +57.9% | +216.5% | -158.7% | +35.2% |
| 5Y | +227.0% | +105.7% | +121.3% | +186.6% |
| 10Y | +180.6% | +615.0% | -434.4% | +118.8% |
| All | +927.3% | -68.9% | +996.2% | +704.0% |
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