+606.4%
KTOS vs SNY
+64.5%
+541.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.4% | -3.3% | +1.0% | -1.2% |
| 30D | -26.8% | -2.2% | -24.7% | -26.3% |
| 3M | -20.6% | -3.0% | -17.5% | -20.0% |
| 6M | -47.5% | +2.7% | -50.2% | -48.1% |
| YTD | -38.5% | -6.8% | -31.6% | -37.3% |
| 1Y | -31.0% | -5.3% | -25.7% | -30.5% |
| 3Y | +216.5% | -9.8% | +226.3% | +214.4% |
| 5Y | +105.7% | +9.7% | +96.0% | +78.4% |
| All | +606.4% | +64.5% | +541.9% | +427.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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