-60.1%
KTOS vs SPY
+14.6%
-74.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.7% | -13.9% | -15.6% |
| 7D | -12.7% | -0.7% | -11.9% | -11.5% |
| 30D | -14.4% | -1.0% | -13.4% | -12.7% |
| 3M | -30.7% | -0.3% | -30.3% | -30.3% |
| 6M | -41.9% | +7.3% | -49.3% | -50.0% |
| YTD | -52.6% | +13.3% | -66.0% | -64.5% |
| 1Y | -60.1% | +14.8% | -74.9% | -71.1% |
| All | -60.1% | +14.6% | -74.8% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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