-64.4%
KTOS vs SGI
+1,986.4%
-2,050.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -2.4% | -4.5% | +2.1% | -1.4% |
| 30D | -26.8% | +4.2% | -31.0% | -27.6% |
| 3M | -20.6% | -7.4% | -13.1% | -19.6% |
| 6M | -47.5% | -15.1% | -32.4% | -45.8% |
| YTD | -38.5% | -24.7% | -13.8% | -35.1% |
| 1Y | -31.0% | -21.8% | -9.2% | -27.9% |
| 3Y | +216.5% | +50.0% | +166.5% | +185.5% |
| 5Y | +105.7% | +48.9% | +56.7% | +81.7% |
| 10Y | +615.0% | +267.1% | +347.9% | +391.4% |
| All | -64.4% | +1,986.4% | -2,050.8% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling