-24.8%
KTOS vs SCCO
+109.6%
-134.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -8.0% | -5.3% | -2.8% | -5.6% |
| 30D | -13.6% | +2.7% | -16.3% | -15.2% |
| 3M | -24.6% | +4.2% | -28.8% | -27.1% |
| 6M | -46.3% | -0.6% | -45.7% | -47.8% |
| YTD | -37.0% | +45.0% | -82.0% | -47.8% |
| 1Y | -24.8% | +109.3% | -134.1% | -31.3% |
| All | -24.8% | +109.6% | -134.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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