+1,056.4%
XLK vs KTOS
-68.9%
+1,125.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.2% | -2.4% | +2.6% | +0.5% |
| 30D | -0.6% | -26.8% | +26.2% | +3.9% |
| 3M | +2.6% | -20.6% | +23.1% | +5.5% |
| 6M | +34.0% | -47.5% | +81.5% | +45.0% |
| YTD | +30.7% | -38.5% | +69.2% | +36.5% |
| 1Y | +39.2% | -31.0% | +70.2% | +41.9% |
| 3Y | +120.4% | +216.5% | -96.1% | +75.7% |
| 5Y | +148.8% | +105.7% | +43.1% | +105.9% |
| 10Y | +803.3% | +615.0% | +188.3% | +497.6% |
| All | +1,056.4% | -68.9% | +1,125.3% | +793.3% |
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 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