+216.5%
KTOS vs SPMO
+155.8%
+60.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.1% |
| 7D | -2.4% | -0.9% | -1.4% | -1.6% |
| 30D | -26.8% | -1.9% | -24.9% | -25.6% |
| 3M | -20.6% | -1.4% | -19.2% | -21.1% |
| 6M | -47.5% | +25.5% | -73.0% | -59.1% |
| YTD | -38.5% | +24.8% | -63.3% | -51.7% |
| 1Y | -31.0% | +24.5% | -55.5% | -45.4% |
| 3Y | +216.5% | +157.1% | +59.4% | +49.9% |
| All | +216.5% | +155.8% | +60.7% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling