+54.5%
SAP vs KTOS
+100.3%
-45.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -4.1% | -2.4% | -1.7% | -3.8% |
| 30D | +1.1% | -26.8% | +27.9% | +4.8% |
| 3M | +26.1% | -20.6% | +46.7% | +29.0% |
| 6M | +9.8% | -47.5% | +57.3% | +17.6% |
| YTD | -13.6% | -38.5% | +24.9% | -10.6% |
| 1Y | -18.7% | -31.0% | +12.3% | -18.1% |
| 3Y | +54.1% | +216.5% | -162.4% | +16.4% |
| All | +54.5% | +100.3% | -45.8% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling