-60.1%
KTOS vs SPG
+34.3%
-94.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.9% | -15.2% | -12.5% |
| 7D | -12.7% | +8.2% | -20.8% | -13.6% |
| 30D | -14.4% | +13.5% | -27.9% | -16.0% |
| 3M | -30.7% | +2.2% | -32.9% | -31.3% |
| 6M | -41.9% | +15.9% | -57.8% | -45.9% |
| YTD | -52.6% | +27.6% | -80.2% | -57.6% |
| 1Y | -60.1% | +30.9% | -91.1% | -65.8% |
| All | -60.1% | +34.3% | -94.4% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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