-4.9%
SHOP vs KTOS
-59.2%
+54.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -12.3% | +19.6% | +10.0% |
| 7D | -9.0% | -12.7% | +3.6% | -6.7% |
| 30D | -4.4% | -14.4% | +10.0% | -1.6% |
| 3M | +24.1% | -30.7% | +54.8% | +34.1% |
| 6M | +20.0% | -41.9% | +61.9% | +33.9% |
| YTD | -4.9% | -52.6% | +47.7% | +8.0% |
| 1Y | -4.9% | -60.1% | +55.2% | +11.9% |
| All | -4.9% | -59.2% | +54.3% | +11.9% |
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 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