+606.4%
KTOS vs SM
+23.0%
+583.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.4% | +4.6% | -6.9% | -2.9% |
| 30D | -26.8% | +18.2% | -45.1% | -28.5% |
| 3M | -20.6% | +22.5% | -43.1% | -23.1% |
| 6M | -47.5% | +50.6% | -98.0% | -51.0% |
| YTD | -38.5% | +108.1% | -146.6% | -45.3% |
| 1Y | -31.0% | +46.0% | -77.0% | -35.8% |
| 3Y | +216.5% | +2.9% | +213.7% | +201.7% |
| 5Y | +105.7% | +112.6% | -6.9% | +76.2% |
| All | +606.4% | +23.0% | +583.4% | +423.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling