-24.8%
KTOS vs SITM
+174.8%
-199.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -1.4% |
| 7D | -8.0% | +9.7% | -17.8% | -9.1% |
| 30D | -13.6% | +12.7% | -26.3% | -15.0% |
| 3M | -24.6% | -13.4% | -11.2% | -24.8% |
| 6M | -46.3% | +59.6% | -106.0% | -52.0% |
| YTD | -37.0% | +73.3% | -110.3% | -45.0% |
| 1Y | -24.8% | +165.5% | -190.3% | -43.3% |
| All | -24.8% | +174.8% | -199.6% | -43.3% |
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