-24.8%
KTOS vs SONY
-10.8%
-14.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -8.0% | -1.2% | -6.9% | -7.7% |
| 30D | -13.6% | +9.4% | -23.0% | -15.9% |
| 3M | -24.6% | +10.5% | -35.1% | -27.2% |
| 6M | -46.3% | +11.7% | -58.0% | -48.8% |
| YTD | -37.0% | -4.1% | -32.9% | -37.8% |
| 1Y | -24.8% | -11.8% | -13.0% | -20.9% |
| All | -24.8% | -10.8% | -14.0% | -20.9% |
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