+86.8%
SCHW vs KTOS
+216.1%
-129.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | -1.6% | -26.8% | +25.2% | +1.3% |
| 3M | +21.3% | -20.6% | +41.8% | +23.5% |
| 6M | +16.5% | -47.5% | +64.0% | +23.3% |
| YTD | +8.4% | -38.5% | +46.9% | +11.2% |
| 1Y | +15.6% | -31.0% | +46.6% | +15.7% |
| 3Y | +86.8% | +216.5% | -129.7% | +46.2% |
| All | +86.8% | +216.1% | -129.3% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling