-92.0%
KTOS vs SPYG
+559.0%
-650.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.4% |
| 7D | -2.4% | -0.9% | -1.5% | -1.5% |
| 30D | -26.8% | -1.5% | -25.3% | -25.7% |
| 3M | -20.6% | +3.7% | -24.3% | -23.2% |
| 6M | -47.5% | +16.4% | -63.9% | -54.3% |
| YTD | -38.5% | +13.3% | -51.8% | -45.0% |
| 1Y | -31.0% | +17.9% | -48.9% | -40.2% |
| 3Y | +216.5% | +98.3% | +118.2% | +64.2% |
| 5Y | +105.7% | +86.4% | +19.3% | +12.3% |
| 10Y | +615.0% | +421.9% | +193.1% | +48.5% |
| All | -92.0% | +559.0% | -650.9% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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