+606.4%
KTOS vs SBAC
+87.1%
+519.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.3% |
| 7D | -2.4% | -2.1% | -0.3% | -1.7% |
| 30D | -26.8% | +2.0% | -28.8% | -27.4% |
| 3M | -20.6% | -8.3% | -12.3% | -18.7% |
| 6M | -47.5% | +0.3% | -47.8% | -48.2% |
| YTD | -38.5% | -2.2% | -36.3% | -39.2% |
| 1Y | -31.0% | -4.6% | -26.4% | -31.2% |
| 3Y | +216.5% | -8.3% | +224.8% | +208.9% |
| 5Y | +105.7% | -42.8% | +148.5% | +141.8% |
| All | +606.4% | +87.1% | +519.2% | +558.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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