+171.9%
SAP vs KTOS
+613.9%
-442.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -4.1% | -2.4% | -1.7% | -3.7% |
| 30D | +1.1% | -26.8% | +27.9% | +5.6% |
| 3M | +26.1% | -20.6% | +46.7% | +29.6% |
| 6M | +9.8% | -47.5% | +57.3% | +19.0% |
| YTD | -13.6% | -38.5% | +24.9% | -10.0% |
| 1Y | -18.7% | -31.0% | +12.3% | -17.7% |
| 3Y | +54.1% | +216.5% | -162.4% | +15.8% |
| 5Y | +54.7% | +105.7% | -50.9% | +20.7% |
| All | +171.9% | +613.9% | -442.1% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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