+70.3%
XLI vs KTOS
+216.1%
-145.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -1.7% | -2.4% | +0.7% | -1.4% |
| 30D | -7.3% | -26.8% | +19.6% | -3.6% |
| 3M | -1.3% | -20.6% | +19.2% | +1.1% |
| 6M | +2.2% | -47.5% | +49.7% | +9.6% |
| YTD | +11.7% | -38.5% | +50.2% | +15.2% |
| 1Y | +14.3% | -31.0% | +45.3% | +14.5% |
| 3Y | +70.3% | +216.5% | -146.2% | +27.3% |
| All | +70.3% | +216.1% | -145.8% | +27.3% |
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