-24.8%
KTOS vs SGI
-17.2%
-7.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -8.0% | +8.5% | -16.6% | -11.2% |
| 30D | -13.6% | +0.7% | -14.3% | -14.0% |
| 3M | -24.6% | +0.6% | -25.2% | -25.3% |
| 6M | -46.3% | -17.9% | -28.4% | -43.8% |
| YTD | -37.0% | -21.2% | -15.8% | -34.0% |
| 1Y | -24.8% | -18.9% | -5.9% | -12.4% |
| All | -24.8% | -17.2% | -7.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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