-12.8%
SHOP vs KTOS
+100.3%
-113.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -11.2% | -2.4% | -8.9% | -10.4% |
| 30D | -14.4% | -26.8% | +12.5% | -3.2% |
| 3M | +16.6% | -20.6% | +37.2% | +25.8% |
| 6M | -0.6% | -47.5% | +46.9% | +25.4% |
| YTD | -20.0% | -38.5% | +18.5% | -10.3% |
| 1Y | -11.2% | -31.0% | +19.8% | -9.2% |
| 3Y | +99.5% | +216.5% | -117.1% | -22.0% |
| All | -12.8% | +100.3% | -113.1% | -61.7% |
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