+97.5%
KTOS vs SUI
-32.2%
+129.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.4% | -4.2% | +1.8% | -0.9% |
| 30D | -26.8% | -3.3% | -23.6% | -26.1% |
| 3M | -20.6% | -8.2% | -12.4% | -18.6% |
| 6M | -47.5% | -14.5% | -33.0% | -44.8% |
| YTD | -38.5% | -5.9% | -32.6% | -37.7% |
| 1Y | -31.0% | -9.7% | -21.3% | -29.1% |
| 3Y | +216.5% | +7.7% | +208.9% | +192.7% |
| All | +97.5% | -32.2% | +129.7% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling