+97.5%
KTOS vs SPG
+106.0%
-8.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.4% | -1.2% | -1.2% | -1.8% |
| 30D | -26.8% | -6.1% | -20.7% | -24.5% |
| 3M | -20.6% | -3.6% | -16.9% | -19.9% |
| 6M | -47.5% | +10.4% | -57.9% | -50.6% |
| YTD | -38.5% | +14.4% | -52.9% | -43.6% |
| 1Y | -31.0% | +16.5% | -47.5% | -37.6% |
| 3Y | +216.5% | +106.8% | +109.7% | +96.5% |
| All | +97.5% | +106.0% | -8.5% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling