+97.5%
KTOS vs SIMO
+315.3%
-217.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.9% | -1.3% |
| 7D | -2.4% | +11.0% | -13.4% | -3.4% |
| 30D | -26.8% | +17.9% | -44.7% | -28.1% |
| 3M | -20.6% | +3.9% | -24.5% | -21.9% |
| 6M | -47.5% | +131.0% | -178.5% | -53.5% |
| YTD | -38.5% | +209.3% | -247.8% | -48.7% |
| 1Y | -31.0% | +223.8% | -254.8% | -43.2% |
| 3Y | +216.5% | +479.2% | -262.7% | +133.4% |
| All | +97.5% | +315.3% | -217.8% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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