-5.8%
SLB vs KTOS
+613.9%
-619.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -2.5% | -2.4% | -0.2% | -2.0% |
| 30D | +7.1% | -26.8% | +34.0% | +14.3% |
| 3M | +0.6% | -20.6% | +21.2% | +4.6% |
| 6M | +17.6% | -47.5% | +65.1% | +32.0% |
| YTD | +48.5% | -38.5% | +87.0% | +57.6% |
| 1Y | +59.4% | -31.0% | +90.4% | +61.6% |
| 3Y | -0.4% | +216.5% | -216.9% | -35.0% |
| 5Y | +133.8% | +105.7% | +28.1% | +63.5% |
| All | -5.8% | +613.9% | -619.7% | -44.8% |
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