-92.5%
KTOS vs SPY
+782.0%
-874.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.5% |
| 7D | -2.4% | -0.8% | -1.6% | -1.6% |
| 30D | -26.8% | -1.1% | -25.8% | -25.9% |
| 3M | -20.6% | +3.9% | -24.4% | -23.6% |
| 6M | -47.5% | +13.6% | -61.1% | -53.8% |
| YTD | -38.5% | +12.7% | -51.2% | -45.3% |
| 1Y | -31.0% | +17.5% | -48.5% | -41.0% |
| 3Y | +216.5% | +76.9% | +139.6% | +75.0% |
| 5Y | +105.7% | +83.6% | +22.1% | +10.3% |
| 10Y | +615.0% | +320.7% | +294.3% | +68.7% |
| All | -92.5% | +782.0% | -874.5% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling