+216.5%
KTOS vs SONY
+42.2%
+174.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -2.4% | -2.7% | +0.3% | -1.8% |
| 30D | -26.8% | +1.5% | -28.4% | -27.2% |
| 3M | -20.6% | +13.0% | -33.6% | -23.3% |
| 6M | -47.5% | +11.2% | -58.7% | -49.3% |
| YTD | -38.5% | -6.6% | -31.9% | -38.4% |
| 1Y | -31.0% | -18.1% | -12.9% | -28.8% |
| 3Y | +216.5% | +42.1% | +174.5% | +190.8% |
| All | +216.5% | +42.2% | +174.3% | +190.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling