+93.3%
SNOW vs KTOS
+216.1%
-122.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.4% | -2.4% | -0.1% | -1.8% |
| 30D | -1.0% | -26.8% | +25.9% | +7.1% |
| 3M | +36.9% | -20.6% | +57.4% | +43.9% |
| 6M | +83.4% | -47.5% | +130.8% | +110.1% |
| YTD | +50.0% | -38.5% | +88.5% | +62.6% |
| 1Y | +46.5% | -31.0% | +77.5% | +51.2% |
| 3Y | +93.3% | +216.5% | -123.2% | +22.4% |
| All | +93.3% | +216.1% | -122.8% | +22.4% |
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