+1,256.8%
SMH vs KTOS
-91.0%
+1,347.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +0.3% | -2.4% | +2.6% | +0.7% |
| 30D | -2.8% | -26.8% | +24.1% | +3.1% |
| 3M | -6.7% | -20.6% | +13.9% | -3.2% |
| 6M | +41.8% | -47.5% | +89.3% | +57.5% |
| YTD | +57.9% | -38.5% | +96.4% | +67.3% |
| 1Y | +87.6% | -31.0% | +118.6% | +92.6% |
| 3Y | +282.9% | +216.5% | +66.4% | +183.9% |
| 5Y | +330.4% | +105.7% | +224.7% | +236.8% |
| 10Y | +1,857.0% | +615.0% | +1,242.0% | +1,037.4% |
| All | +1,256.8% | -91.0% | +1,347.8% | +1,006.9% |
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