+216.5%
KTOS vs SGI
+51.7%
+164.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -2.4% | -4.5% | +2.1% | -0.8% |
| 30D | -26.8% | +4.2% | -31.0% | -28.0% |
| 3M | -20.6% | -7.4% | -13.1% | -18.9% |
| 6M | -47.5% | -15.1% | -32.4% | -45.1% |
| YTD | -38.5% | -24.7% | -13.8% | -33.7% |
| 1Y | -31.0% | -21.8% | -9.2% | -26.4% |
| 3Y | +216.5% | +50.0% | +166.5% | +199.5% |
| All | +216.5% | +51.7% | +164.8% | +199.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling