-60.1%
KTOS vs SM
+70.4%
-130.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -15.3% | +3.0% | -12.3% |
| 7D | -12.7% | -21.5% | +8.8% | -13.2% |
| 30D | -14.4% | -11.4% | -3.0% | -14.1% |
| 3M | -30.7% | +0.6% | -31.3% | -29.6% |
| 6M | -41.9% | +0.2% | -42.2% | -40.7% |
| YTD | -52.6% | +69.7% | -122.3% | -55.3% |
| 1Y | -60.1% | +71.6% | -131.7% | -63.2% |
| All | -60.1% | +70.4% | -130.5% | -63.2% |
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