-92.5%
KTOS vs SMTC
+736.2%
-828.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -2.3% |
| 7D | -2.4% | +13.1% | -15.4% | -6.5% |
| 30D | -26.8% | +19.5% | -46.3% | -32.0% |
| 3M | -20.6% | +2.2% | -22.8% | -24.3% |
| 6M | -47.5% | +94.9% | -142.4% | -61.0% |
| YTD | -38.5% | +127.0% | -165.4% | -57.2% |
| 1Y | -31.0% | +174.6% | -205.6% | -55.4% |
| 3Y | +216.5% | +615.9% | -399.4% | +17.3% |
| 5Y | +105.7% | +125.6% | -19.9% | +10.8% |
| 10Y | +615.0% | +540.5% | +74.5% | +136.3% |
| All | -92.5% | +736.2% | -828.7% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling