-39.8%
SNAP vs KTOS
+216.1%
-255.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +3.8% | -2.4% | +6.2% | +4.4% |
| 30D | +9.2% | -26.8% | +36.1% | +16.6% |
| 3M | +6.6% | -20.6% | +27.1% | +10.9% |
| 6M | +16.9% | -47.5% | +64.4% | +31.6% |
| YTD | -29.6% | -38.5% | +8.9% | -25.6% |
| 1Y | -22.1% | -31.0% | +8.9% | -21.3% |
| 3Y | -39.8% | +216.5% | -256.4% | -63.6% |
| All | -39.8% | +216.1% | -255.9% | -63.6% |
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 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