+572.5%
SNPS vs KTOS
+613.9%
-41.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.9% | -2.4% | +3.3% | +1.4% |
| 30D | -3.6% | -26.8% | +23.2% | +2.8% |
| 3M | -12.9% | -20.6% | +7.7% | -9.3% |
| 6M | -8.2% | -47.5% | +39.3% | +2.8% |
| YTD | -15.4% | -38.5% | +23.1% | -10.4% |
| 1Y | -9.3% | -31.0% | +21.7% | -7.3% |
| 3Y | -14.0% | +216.5% | -230.5% | -40.6% |
| 5Y | +19.5% | +105.7% | -86.2% | -13.2% |
| All | +572.5% | +613.9% | -41.4% | +311.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling