-14.4%
SMR vs KTOS
+121.7%
-136.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.6% | -15.1% | -15.4% |
| 7D | -11.2% | -2.4% | -8.9% | -10.1% |
| 30D | -10.2% | -26.8% | +16.6% | +4.8% |
| 3M | -10.0% | -20.6% | +10.5% | 0.0% |
| 6M | -30.5% | -47.5% | +17.0% | -6.1% |
| YTD | -39.2% | -38.5% | -0.7% | -24.3% |
| 1Y | -75.5% | -31.0% | -44.5% | -71.7% |
| 3Y | +45.4% | +216.5% | -171.1% | -6.6% |
| All | -14.4% | +121.7% | -136.1% | -48.0% |
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