+606.4%
KTOS vs SSNC
+173.6%
+432.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.6% |
| 7D | -2.4% | -4.0% | +1.7% | -0.2% |
| 30D | -26.8% | +0.5% | -27.4% | -27.2% |
| 3M | -20.6% | +18.9% | -39.5% | -29.2% |
| 6M | -47.5% | +10.8% | -58.3% | -51.1% |
| YTD | -38.5% | -7.1% | -31.4% | -37.2% |
| 1Y | -31.0% | -9.6% | -21.4% | -28.3% |
| 3Y | +216.5% | +51.1% | +165.5% | +140.7% |
| 5Y | +105.7% | +19.7% | +86.0% | +75.2% |
| All | +606.4% | +173.6% | +432.8% | +315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling