+210.0%
SHEL vs KTOS
+613.9%
-403.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | +4.1% | -2.4% | +6.5% | +4.5% |
| 30D | +8.4% | -26.8% | +35.2% | +13.6% |
| 3M | +13.7% | -20.6% | +34.3% | +16.9% |
| 6M | +12.7% | -47.5% | +60.2% | +22.6% |
| YTD | +35.3% | -38.5% | +73.8% | +40.8% |
| 1Y | +39.4% | -31.0% | +70.4% | +40.0% |
| 3Y | +71.5% | +216.5% | -145.1% | +21.5% |
| 5Y | +195.0% | +105.7% | +89.3% | +120.3% |
| All | +210.0% | +613.9% | -403.9% | +91.9% |
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 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