-56.9%
KTOS vs SITM
+27.0%
-83.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -12.0% | +4.8% | -5.9% |
| 7D | -23.4% | -27.3% | +3.9% | -21.0% |
| 30D | -23.6% | -50.1% | +26.5% | -19.1% |
| 3M | -39.7% | -34.6% | -5.0% | -37.4% |
| 6M | -43.7% | -40.5% | -3.2% | -41.7% |
| YTD | -56.0% | +0.5% | -56.5% | -56.4% |
| 1Y | -56.9% | +27.2% | -84.1% | -57.1% |
| All | -56.9% | +27.0% | -83.9% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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