+526.7%
XLP vs KTOS
-68.7%
+595.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -2.5% | -2.3% | -0.2% | -2.5% |
| 30D | -1.9% | -26.3% | +24.4% | -0.8% |
| 3M | -2.1% | -14.3% | +12.2% | -1.8% |
| 6M | -1.8% | -47.2% | +45.3% | +0.1% |
| YTD | +8.3% | -38.1% | +46.4% | +9.4% |
| 1Y | +6.8% | -28.4% | +35.3% | +7.0% |
| 3Y | +25.7% | +219.6% | -193.9% | +17.7% |
| 5Y | +31.9% | +107.0% | -75.0% | +24.5% |
| 10Y | +106.3% | +619.4% | -513.2% | +84.7% |
| All | +526.7% | -68.7% | +595.4% | +432.0% |
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