+238.6%
SCHD vs KTOS
+613.9%
-375.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.0% | -2.4% | +0.4% | -1.7% |
| 30D | -0.4% | -26.8% | +26.4% | +3.4% |
| 3M | +5.7% | -20.6% | +26.3% | +8.2% |
| 6M | +11.9% | -47.5% | +59.4% | +19.8% |
| YTD | +26.4% | -38.5% | +64.9% | +30.5% |
| 1Y | +27.6% | -31.0% | +58.6% | +28.1% |
| 3Y | +54.9% | +216.5% | -161.6% | +18.2% |
| 5Y | +60.9% | +105.7% | -44.8% | +27.5% |
| All | +238.6% | +613.9% | -375.3% | +129.5% |
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