-53.5%
KTOS vs SMTC
+71.8%
-125.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -12.9% | +0.6% | -9.8% |
| 7D | -12.7% | -24.5% | +11.8% | -8.0% |
| 30D | -14.4% | -42.5% | +28.0% | -5.9% |
| 3M | -30.7% | -14.1% | -16.6% | -30.7% |
| 6M | -41.9% | +3.6% | -45.5% | -45.5% |
| YTD | -52.6% | +50.6% | -103.2% | -62.6% |
| All | -53.5% | +71.8% | -125.3% | -66.1% |
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