+97.5%
KTOS vs SHAK
-22.8%
+120.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.5% |
| 7D | -2.4% | -8.3% | +5.9% | 0.0% |
| 30D | -26.8% | -12.6% | -14.2% | -24.1% |
| 3M | -20.6% | +9.1% | -29.7% | -23.0% |
| 6M | -47.5% | -31.2% | -16.2% | -43.1% |
| YTD | -38.5% | -21.6% | -16.9% | -35.9% |
| 1Y | -31.0% | -38.8% | +7.8% | -23.2% |
| 3Y | +216.5% | +0.6% | +215.9% | +170.5% |
| All | +97.5% | -22.8% | +120.3% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling