-31.0%
KTOS vs SITM
+155.7%
-186.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.2% | -1.3% |
| 7D | -2.4% | +3.9% | -6.2% | -2.8% |
| 30D | -26.8% | -6.6% | -20.2% | -26.4% |
| 3M | -20.6% | -11.9% | -8.7% | -21.0% |
| 6M | -47.5% | +81.1% | -128.6% | -53.5% |
| YTD | -38.5% | +80.0% | -118.5% | -46.5% |
| 1Y | -31.0% | +145.8% | -176.8% | -45.8% |
| All | -31.0% | +155.7% | -186.7% | -45.8% |
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