+216.5%
KTOS vs SAN
+352.3%
-135.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -26.8% | +0.9% | -27.8% | -27.1% |
| 3M | -20.6% | +19.1% | -39.7% | -24.5% |
| 6M | -47.5% | +33.2% | -80.7% | -51.5% |
| YTD | -38.5% | +29.1% | -67.6% | -43.1% |
| 1Y | -31.0% | +50.2% | -81.2% | -38.2% |
| 3Y | +216.5% | +351.0% | -134.5% | +142.3% |
| All | +216.5% | +352.3% | -135.7% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling