-56.9%
KTOS vs SONY
-1.3%
-55.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.1% | -13.3% | -8.3% |
| 7D | -23.4% | +8.1% | -31.5% | -24.7% |
| 30D | -23.6% | +15.5% | -39.1% | -26.4% |
| 3M | -39.7% | +22.7% | -62.4% | -43.0% |
| 6M | -43.7% | +36.9% | -80.6% | -49.7% |
| YTD | -56.0% | +7.6% | -63.6% | -57.8% |
| 1Y | -56.9% | -1.9% | -54.9% | -57.3% |
| All | -56.9% | -1.3% | -55.6% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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