+30.8%
XLV vs KTOS
+216.1%
-185.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -3.6% | -2.4% | -1.2% | -3.5% |
| 30D | -1.8% | -26.8% | +25.0% | -0.7% |
| 3M | +7.8% | -20.6% | +28.4% | +8.7% |
| 6M | +9.1% | -47.5% | +56.6% | +11.5% |
| YTD | +7.7% | -38.5% | +46.2% | +8.4% |
| 1Y | +20.4% | -31.0% | +51.4% | +19.5% |
| 3Y | +30.8% | +216.5% | -185.8% | +12.5% |
| All | +30.8% | +216.1% | -185.3% | +12.5% |
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