-51.5%
KTOS vs SCCO
+31.2%
-82.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.5% |
| 7D | -14.6% | -4.8% | -9.7% | -12.4% |
| 30D | -16.3% | -15.8% | -0.5% | -8.8% |
| 3M | -38.9% | -10.9% | -27.9% | -36.3% |
| 6M | -42.9% | -5.1% | -37.9% | -43.6% |
| YTD | -53.8% | +23.2% | -77.0% | -68.2% |
| 1Y | -51.5% | +30.7% | -82.2% | -68.8% |
| All | -51.5% | +31.2% | -82.7% | -68.8% |
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