-60.1%
KTOS vs SAN
+23.5%
-83.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.4% | -18.7% | -14.4% |
| 7D | -12.7% | +4.5% | -17.2% | -14.1% |
| 30D | -14.4% | -12.1% | -2.3% | -9.7% |
| 3M | -30.7% | -15.6% | -15.1% | -25.7% |
| 6M | -41.9% | +5.8% | -47.7% | -43.3% |
| YTD | -52.6% | +5.5% | -58.1% | -55.0% |
| 1Y | -60.1% | +23.6% | -83.7% | -62.6% |
| All | -60.1% | +23.5% | -83.6% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling