+272.1%
SLB vs KTOS
-68.7%
+340.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -2.4% | -2.3% | -0.1% | -2.2% |
| 30D | +4.9% | -26.3% | +31.2% | +8.6% |
| 3M | +1.4% | -14.3% | +15.7% | +2.7% |
| 6M | +17.6% | -47.2% | +64.8% | +25.0% |
| YTD | +48.3% | -38.1% | +86.4% | +53.6% |
| 1Y | +58.7% | -28.4% | +87.1% | +60.3% |
| 3Y | +0.6% | +219.6% | -219.0% | -16.4% |
| 5Y | +133.6% | +107.0% | +26.6% | +100.2% |
| 10Y | -4.4% | +619.4% | -623.8% | -28.7% |
| All | +272.1% | -68.7% | +340.8% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling