+620.1%
XLU vs KTOS
-68.9%
+689.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -1.5% |
| 30D | -3.3% | -26.8% | +23.5% | -1.9% |
| 3M | -3.2% | -20.6% | +17.4% | -2.3% |
| 6M | -7.0% | -47.5% | +40.5% | -4.5% |
| YTD | +0.6% | -38.5% | +39.1% | +2.0% |
| 1Y | +2.4% | -31.0% | +33.4% | +3.0% |
| 3Y | +46.3% | +216.5% | -170.3% | +35.0% |
| 5Y | +44.0% | +105.7% | -61.7% | +34.2% |
| 10Y | +140.1% | +615.0% | -474.9% | +109.8% |
| All | +620.1% | -68.9% | +689.0% | +503.7% |
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