+2,993.7%
SHOP vs KTOS
+613.9%
+2,379.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -11.2% | -2.4% | -8.9% | -10.5% |
| 30D | -14.4% | -26.8% | +12.5% | -5.4% |
| 3M | +16.6% | -20.6% | +37.2% | +24.1% |
| 6M | -0.6% | -47.5% | +46.9% | +19.8% |
| YTD | -20.0% | -38.5% | +18.5% | -11.3% |
| 1Y | -11.2% | -31.0% | +19.8% | -7.3% |
| 3Y | +99.5% | +216.5% | -117.1% | +14.5% |
| 5Y | -13.2% | +105.7% | -118.9% | -45.1% |
| All | +2,993.7% | +613.9% | +2,379.8% | +1,749.9% |
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