-31.0%
KTOS vs SHAK
-34.9%
+3.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.4% |
| 7D | -2.4% | -8.3% | +5.9% | -0.2% |
| 30D | -26.8% | -12.6% | -14.2% | -24.4% |
| 3M | -20.6% | +9.1% | -29.7% | -22.7% |
| 6M | -47.5% | -31.2% | -16.2% | -43.3% |
| YTD | -38.5% | -21.6% | -16.9% | -35.1% |
| 1Y | -31.0% | -38.8% | +7.8% | -24.4% |
| All | -31.0% | -34.9% | +3.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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