+3.7%
SO vs KTOS
-59.2%
+63.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.3% | +11.6% | -0.6% |
| 7D | +1.7% | -12.7% | +14.4% | +1.8% |
| 30D | +11.1% | -14.4% | +25.6% | +11.2% |
| 3M | +0.7% | -30.7% | +31.4% | +0.8% |
| 6M | -1.4% | -41.9% | +40.6% | -0.9% |
| YTD | +9.4% | -52.6% | +62.0% | +10.9% |
| 1Y | +3.7% | -60.1% | +63.9% | +6.5% |
| All | +3.7% | -59.2% | +63.0% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling