+356.9%
XLF vs KTOS
-68.9%
+425.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -1.5% | -2.4% | +0.9% | -1.2% |
| 30D | -1.2% | -26.8% | +25.7% | +2.4% |
| 3M | +9.2% | -20.6% | +29.7% | +11.5% |
| 6M | +16.3% | -47.5% | +63.8% | +23.7% |
| YTD | +5.4% | -38.5% | +43.9% | +8.9% |
| 1Y | +7.6% | -31.0% | +38.6% | +8.9% |
| 3Y | +74.2% | +216.5% | -142.3% | +44.0% |
| 5Y | +66.1% | +105.7% | -39.5% | +41.3% |
| 10Y | +252.8% | +615.0% | -362.2% | +152.9% |
| All | +356.9% | -68.9% | +425.7% | +233.8% |
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