+192.9%
XOM vs KTOS
+613.9%
-421.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +4.1% | -2.4% | +6.5% | +4.4% |
| 30D | +4.6% | -26.8% | +31.4% | +9.1% |
| 3M | +14.0% | -20.6% | +34.5% | +16.9% |
| 6M | +11.0% | -47.5% | +58.5% | +19.7% |
| YTD | +40.7% | -38.5% | +79.2% | +45.7% |
| 1Y | +52.3% | -31.0% | +83.3% | +52.7% |
| 3Y | +60.5% | +216.5% | -156.1% | +16.6% |
| 5Y | +266.4% | +105.7% | +160.7% | +179.6% |
| All | +192.9% | +613.9% | -421.0% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling