+97.5%
KTOS vs SOXQ
+258.1%
-160.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.4% |
| 7D | -2.4% | +0.8% | -3.1% | -2.7% |
| 30D | -26.8% | -4.6% | -22.3% | -25.4% |
| 3M | -20.6% | -10.2% | -10.4% | -18.2% |
| 6M | -47.5% | +49.7% | -97.2% | -58.2% |
| YTD | -38.5% | +67.2% | -105.7% | -53.6% |
| 1Y | -31.0% | +98.0% | -129.0% | -51.9% |
| 3Y | +216.5% | +237.2% | -20.6% | +59.7% |
| All | +97.5% | +258.1% | -160.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 5y: compounded portfolio wealth divided by compounded SOXQ 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…
5y analysis · Full analysis span regression · 6 months rolling