-0.6%
SHOP vs KTOS
-46.4%
+45.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -5.7% |
| 3M | +16.6% | -20.6% | +37.2% | +24.8% |
| 6M | -0.6% | -47.5% | +46.9% | +23.3% |
| All | -0.6% | -46.4% | +45.8% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling