+606.4%
KTOS vs SIRI
-10.2%
+616.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.9% |
| 7D | -2.4% | +0.6% | -2.9% | -2.5% |
| 30D | -26.8% | +2.5% | -29.3% | -27.4% |
| 3M | -20.6% | +6.6% | -27.2% | -22.3% |
| 6M | -47.5% | +32.9% | -80.4% | -51.6% |
| YTD | -38.5% | +50.5% | -89.0% | -45.8% |
| 1Y | -31.0% | +28.0% | -59.0% | -36.7% |
| 3Y | +216.5% | -22.4% | +238.9% | +213.9% |
| 5Y | +105.7% | -41.3% | +147.0% | +114.8% |
| All | +606.4% | -10.2% | +616.6% | +528.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling