+733.3%
SAP vs KTOS
-68.7%
+802.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.1% | -2.3% | -2.8% | -4.8% |
| 30D | -1.8% | -26.3% | +24.5% | +2.2% |
| 3M | +20.9% | -14.3% | +35.2% | +22.6% |
| 6M | +7.0% | -47.2% | +54.2% | +15.0% |
| YTD | -13.7% | -38.1% | +24.4% | -10.4% |
| 1Y | -19.6% | -28.4% | +8.9% | -18.8% |
| 3Y | +52.4% | +219.6% | -167.2% | +21.6% |
| 5Y | +54.4% | +107.0% | -52.5% | +27.5% |
| 10Y | +174.8% | +619.4% | -444.7% | +80.9% |
| All | +733.3% | -68.7% | +802.0% | +590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling