+216.5%
KTOS vs SN
+344.9%
-128.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -2.4% | -7.3% | +4.9% | -0.5% |
| 30D | -26.8% | -13.6% | -13.2% | -24.1% |
| 3M | -20.6% | +18.6% | -39.2% | -24.1% |
| 6M | -47.5% | +46.0% | -93.5% | -52.5% |
| YTD | -38.5% | +43.7% | -82.2% | -44.4% |
| 1Y | -31.0% | +39.2% | -70.2% | -37.3% |
| 3Y | +216.5% | +306.5% | -89.9% | +122.4% |
| All | +216.5% | +344.9% | -128.4% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling