-24.8%
KTOS vs SM
+36.8%
-61.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.7% |
| 7D | -8.0% | -0.5% | -7.5% | -8.1% |
| 30D | -13.6% | +25.6% | -39.2% | -12.7% |
| 3M | -24.6% | +8.0% | -32.6% | -23.8% |
| 6M | -46.3% | +50.8% | -97.1% | -47.8% |
| YTD | -37.0% | +97.9% | -134.9% | -42.3% |
| 1Y | -24.8% | +33.8% | -58.6% | -24.4% |
| All | -24.8% | +36.8% | -61.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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