-56.9%
KTOS vs SFM
-37.9%
-18.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.1% | -2.0% | -7.2% |
| 7D | -23.4% | +7.5% | -30.9% | -23.4% |
| 30D | -23.6% | -20.8% | -2.8% | -23.0% |
| 3M | -39.7% | -39.4% | -0.3% | -37.6% |
| 6M | -43.7% | -34.5% | -9.2% | -42.5% |
| YTD | -56.0% | -35.2% | -20.8% | -55.5% |
| 1Y | -56.9% | -35.3% | -21.6% | -56.7% |
| All | -56.9% | -37.9% | -18.9% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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