-31.0%
KTOS vs SFM
-46.0%
+15.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.4% | -10.6% | +8.3% | -1.2% |
| 30D | -26.8% | -15.5% | -11.4% | -25.6% |
| 3M | -20.6% | -17.4% | -3.1% | -19.0% |
| 6M | -47.5% | -3.4% | -44.1% | -47.7% |
| YTD | -38.5% | -8.7% | -29.8% | -38.3% |
| 1Y | -31.0% | -47.2% | +16.2% | -32.6% |
| All | -31.0% | -46.0% | +15.0% | -32.6% |
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