+97.5%
KTOS vs SCCO
+303.5%
-206.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.4% | -2.7% | +0.3% | -1.6% |
| 30D | -26.8% | -0.7% | -26.1% | -27.1% |
| 3M | -20.6% | +8.1% | -28.7% | -23.4% |
| 6M | -47.5% | +4.1% | -51.6% | -49.0% |
| YTD | -38.5% | +41.1% | -79.6% | -45.4% |
| 1Y | -31.0% | +95.6% | -126.6% | -44.3% |
| 3Y | +216.5% | +179.3% | +37.3% | +117.3% |
| All | +97.5% | +303.5% | -206.0% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling