-92.0%
SNAP vs KTOS
+100.3%
-192.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +3.8% | -2.4% | +6.2% | +4.6% |
| 30D | +9.2% | -26.8% | +36.1% | +20.2% |
| 3M | +6.6% | -20.6% | +27.1% | +13.1% |
| 6M | +16.9% | -47.5% | +64.4% | +39.6% |
| YTD | -29.6% | -38.5% | +8.9% | -23.7% |
| 1Y | -22.1% | -31.0% | +8.9% | -21.4% |
| 3Y | -39.8% | +216.5% | -256.4% | -72.4% |
| All | -92.0% | +100.3% | -192.3% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling