-24.8%
KTOS vs SPY
+20.8%
-45.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +0.3% |
| 7D | -8.0% | +0.1% | -8.1% | -8.3% |
| 30D | -13.6% | +0.1% | -13.6% | -13.6% |
| 3M | -24.6% | +2.0% | -26.6% | -27.2% |
| 6M | -46.3% | +13.0% | -59.4% | -58.5% |
| YTD | -37.0% | +13.5% | -50.5% | -51.9% |
| 1Y | -24.8% | +20.0% | -44.8% | -43.7% |
| All | -24.8% | +20.8% | -45.6% | -43.7% |
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