-48.8%
SE vs KTOS
-59.2%
+10.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -12.3% | +16.7% | +6.4% |
| 7D | +6.7% | -12.7% | +19.3% | +8.7% |
| 30D | -17.2% | -14.4% | -2.8% | -15.4% |
| 3M | -28.0% | -30.7% | +2.6% | -23.9% |
| 6M | -6.1% | -41.9% | +35.8% | +1.4% |
| YTD | -37.1% | -52.6% | +15.5% | -34.2% |
| 1Y | -48.8% | -60.1% | +11.4% | -45.1% |
| All | -48.8% | -59.2% | +10.5% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling