+982.5%
XLY vs KTOS
-68.9%
+1,051.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.7% | -2.4% | +0.7% | -1.4% |
| 30D | -4.2% | -26.8% | +22.7% | -1.0% |
| 3M | -2.7% | -20.6% | +17.9% | -0.7% |
| 6M | -0.6% | -47.5% | +46.9% | +5.2% |
| YTD | -5.0% | -38.5% | +33.5% | -2.0% |
| 1Y | -4.1% | -31.0% | +26.9% | -2.9% |
| 3Y | +33.6% | +216.5% | -182.9% | +12.6% |
| 5Y | +28.7% | +105.7% | -77.0% | +11.6% |
| 10Y | +219.6% | +615.0% | -395.4% | +138.8% |
| All | +982.5% | -68.9% | +1,051.4% | +743.2% |
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