-56.9%
KTOS vs SPMO
+3.6%
-60.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.3% | +0.1% | -0.8% |
| 7D | -23.4% | -14.0% | -9.4% | -12.6% |
| 30D | -23.6% | -20.0% | -3.6% | -7.5% |
| 3M | -39.7% | -18.4% | -21.3% | -28.3% |
| 6M | -43.7% | -10.9% | -32.8% | -44.2% |
| YTD | -56.0% | +3.2% | -59.3% | -66.7% |
| 1Y | -56.9% | +3.1% | -60.0% | -67.1% |
| All | -56.9% | +3.6% | -60.4% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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