+462.5%
KTOS vs SPXU
-100.0%
+562.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -1.6% |
| 7D | -2.4% | +2.5% | -4.8% | -1.3% |
| 30D | -26.8% | +4.2% | -31.0% | -25.4% |
| 3M | -20.6% | -9.3% | -11.3% | -22.8% |
| 6M | -47.5% | -30.7% | -16.8% | -53.2% |
| YTD | -38.5% | -28.1% | -10.4% | -44.0% |
| 1Y | -31.0% | -35.2% | +4.2% | -38.8% |
| 3Y | +216.5% | -79.9% | +296.5% | +97.4% |
| 5Y | +105.7% | -86.4% | +192.1% | +32.6% |
| 10Y | +615.0% | -99.5% | +714.6% | +79.4% |
| All | +462.5% | -100.0% | +562.5% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling