+216.5%
KTOS vs SYF
+155.9%
+60.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -2.4% | -4.9% | +2.6% | -0.7% |
| 30D | -26.8% | -4.3% | -22.5% | -25.7% |
| 3M | -20.6% | +5.5% | -26.1% | -22.4% |
| 6M | -47.5% | +17.5% | -65.0% | -50.4% |
| YTD | -38.5% | -7.8% | -30.7% | -37.5% |
| 1Y | -31.0% | +1.6% | -32.6% | -32.2% |
| 3Y | +216.5% | +154.8% | +61.7% | +140.4% |
| All | +216.5% | +155.9% | +60.6% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 3y: compounded portfolio wealth divided by compounded SYF 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…
3y analysis · Full analysis span regression · 6 months rolling