+148.7%
XLK vs KTOS
+100.3%
+48.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.2% | -2.4% | +2.6% | +0.6% |
| 30D | -0.6% | -26.8% | +26.2% | +4.8% |
| 3M | +2.6% | -20.6% | +23.1% | +6.0% |
| 6M | +34.0% | -47.5% | +81.5% | +47.5% |
| YTD | +30.7% | -38.5% | +69.2% | +37.0% |
| 1Y | +39.2% | -31.0% | +70.2% | +40.7% |
| 3Y | +120.4% | +216.5% | -96.1% | +54.5% |
| All | +148.7% | +100.3% | +48.4% | +77.3% |
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 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