+84.3%
KTOS vs SARO
-22.5%
+106.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -1.7% |
| 7D | -2.4% | -3.1% | +0.7% | -0.3% |
| 30D | -26.8% | -12.2% | -14.6% | -20.0% |
| 3M | -20.6% | -7.4% | -13.2% | -16.8% |
| 6M | -47.5% | -15.3% | -32.2% | -42.1% |
| YTD | -38.5% | -16.2% | -22.3% | -30.9% |
| 1Y | -31.0% | -12.1% | -18.9% | -24.4% |
| All | +84.3% | -22.5% | +106.7% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 5y: compounded portfolio wealth divided by compounded SARO 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…
5y analysis · Full analysis span regression · 6 months rolling