-24.8%
KTOS vs SMTC
+154.8%
-179.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.8% | -2.4% |
| 7D | -8.0% | +12.7% | -20.8% | -10.3% |
| 30D | -13.6% | +22.0% | -35.6% | -17.7% |
| 3M | -24.6% | -12.7% | -11.9% | -24.7% |
| 6M | -46.3% | +64.8% | -111.1% | -54.5% |
| YTD | -37.0% | +100.7% | -137.7% | -50.2% |
| 1Y | -24.8% | +146.9% | -171.7% | -42.5% |
| All | -24.8% | +154.8% | -179.6% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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