+177.8%
SE vs KTOS
+216.1%
-38.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -5.2% | -2.4% | -2.9% | -4.7% |
| 30D | -17.1% | -26.8% | +9.8% | -11.9% |
| 3M | +24.0% | -20.6% | +44.6% | +29.0% |
| 6M | +21.0% | -47.5% | +68.5% | +35.1% |
| YTD | -16.7% | -38.5% | +21.8% | -12.3% |
| 1Y | -45.9% | -31.0% | -14.9% | -44.9% |
| 3Y | +177.8% | +216.5% | -38.7% | +123.2% |
| All | +177.8% | +216.1% | -38.3% | +123.2% |
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