-56.9%
KTOS vs SEI
-2.0%
-54.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -12.3% | +5.2% | -3.7% |
| 7D | -23.4% | -26.9% | +3.5% | -16.6% |
| 30D | -23.6% | -36.6% | +13.0% | -14.4% |
| 3M | -39.7% | -8.9% | -30.8% | -39.7% |
| 6M | -43.7% | -33.0% | -10.7% | -40.2% |
| YTD | -56.0% | +10.6% | -66.7% | -62.3% |
| 1Y | -56.9% | -4.7% | -52.2% | -61.8% |
| All | -56.9% | -2.0% | -54.9% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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