-0.4%
SLB vs KTOS
+216.1%
-216.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -2.5% | -2.4% | -0.2% | -2.2% |
| 30D | +7.1% | -26.8% | +34.0% | +11.2% |
| 3M | +0.6% | -20.6% | +21.2% | +3.1% |
| 6M | +17.6% | -47.5% | +65.1% | +26.5% |
| YTD | +48.5% | -38.5% | +87.0% | +53.6% |
| 1Y | +59.4% | -31.0% | +90.4% | +59.9% |
| 3Y | -0.4% | +216.5% | -216.9% | -30.2% |
| All | -0.4% | +216.1% | -216.5% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling