-67.1%
SE vs KTOS
+100.3%
-167.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -5.2% | -2.4% | -2.9% | -4.4% |
| 30D | -17.1% | -26.8% | +9.8% | -7.8% |
| 3M | +24.0% | -20.6% | +44.6% | +32.6% |
| 6M | +21.0% | -47.5% | +68.5% | +47.1% |
| YTD | -16.7% | -38.5% | +21.8% | -9.5% |
| 1Y | -45.9% | -31.0% | -14.9% | -45.6% |
| 3Y | +177.8% | +216.5% | -38.7% | +17.1% |
| All | -67.1% | +100.3% | -167.4% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling