-25.8%
KTOS vs SIMO
+3,453.5%
-3,479.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.2% |
| 7D | -2.3% | +12.5% | -14.9% | -4.3% |
| 30D | -26.3% | +18.4% | -44.7% | -28.5% |
| 3M | -14.3% | +5.6% | -19.9% | -16.5% |
| 6M | -47.2% | +116.9% | -164.1% | -55.6% |
| YTD | -38.1% | +188.4% | -226.5% | -51.1% |
| 1Y | -28.4% | +221.3% | -249.7% | -44.7% |
| 3Y | +219.6% | +438.6% | -219.0% | +121.3% |
| 5Y | +107.0% | +287.9% | -180.9% | +46.8% |
| 10Y | +619.4% | +549.0% | +70.5% | +347.7% |
| All | -25.8% | +3,453.5% | -3,479.3% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling