-56.9%
KTOS vs SPXS
-21.4%
-35.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +13.2% | -20.4% | +1.6% |
| 7D | -23.4% | +14.3% | -37.7% | -15.5% |
| 30D | -23.6% | +19.4% | -43.0% | -12.8% |
| 3M | -39.7% | +16.2% | -55.9% | -32.0% |
| 6M | -43.7% | -3.4% | -40.3% | -43.0% |
| YTD | -56.0% | -19.1% | -36.9% | -60.2% |
| 1Y | -56.9% | -20.5% | -36.4% | -61.0% |
| All | -56.9% | -21.4% | -35.5% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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