+320.8%
SLV vs KTOS
+7.1%
+313.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -2.8% | -2.4% | -0.5% | -2.7% |
| 30D | -1.6% | -26.8% | +25.2% | +0.7% |
| 3M | -4.4% | -20.6% | +16.1% | -3.0% |
| 6M | -25.4% | -47.5% | +22.1% | -22.2% |
| YTD | -9.8% | -38.5% | +28.7% | -7.1% |
| 1Y | +53.8% | -31.0% | +84.8% | +56.4% |
| 3Y | +174.7% | +216.5% | -41.9% | +150.0% |
| 5Y | +164.3% | +105.7% | +58.6% | +143.5% |
| 10Y | +220.9% | +615.0% | -394.1% | +170.1% |
| All | +320.8% | +7.1% | +313.7% | +202.6% |
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