-47.5%
KTOS vs SBAC
-1.9%
-45.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -2.4% | -2.1% | -0.3% | -2.1% |
| 30D | -26.8% | +2.0% | -28.8% | -27.1% |
| 3M | -20.6% | -8.3% | -12.3% | -18.5% |
| 6M | -47.5% | +0.3% | -47.8% | -48.1% |
| All | -47.5% | -1.9% | -45.6% | -48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling