+227.2%
KTOS vs SSNC
+1,034.4%
-807.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.5% |
| 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% | -28.9% |
| 6M | -47.5% | +10.8% | -58.3% | -50.9% |
| YTD | -38.5% | -7.1% | -31.4% | -37.3% |
| 1Y | -31.0% | -9.6% | -21.4% | -28.5% |
| 3Y | +216.5% | +51.1% | +165.5% | +144.5% |
| 5Y | +105.7% | +19.7% | +86.0% | +77.9% |
| 10Y | +615.0% | +172.3% | +442.7% | +283.6% |
| All | +227.2% | +1,034.4% | -807.2% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling