+397.8%
KTOS vs SEI
+644.4%
-246.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.8% |
| 7D | -2.4% | +22.6% | -24.9% | -7.3% |
| 30D | -26.8% | +9.1% | -35.9% | -28.8% |
| 3M | -20.6% | -11.3% | -9.2% | -19.9% |
| 6M | -47.5% | +22.0% | -69.5% | -51.2% |
| YTD | -38.5% | +47.3% | -85.8% | -45.7% |
| 1Y | -31.0% | +124.8% | -155.8% | -45.1% |
| 3Y | +216.5% | +591.3% | -374.7% | +66.8% |
| 5Y | +105.7% | +1,008.2% | -902.5% | -10.8% |
| All | +397.8% | +644.4% | -246.6% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling