+216.5%
KTOS vs SNY
-9.6%
+226.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -3.3% | +1.0% | -2.0% |
| 30D | -26.8% | -2.2% | -24.7% | -26.6% |
| 3M | -20.6% | -3.0% | -17.5% | -20.4% |
| 6M | -47.5% | +2.7% | -50.2% | -47.6% |
| YTD | -38.5% | -6.8% | -31.6% | -38.2% |
| 1Y | -31.0% | -5.3% | -25.7% | -31.0% |
| 3Y | +216.5% | -9.8% | +226.3% | +219.1% |
| All | +216.5% | -9.6% | +226.1% | +219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling