+162.3%
SOXL vs KTOS
+100.3%
+62.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.9% | +5.7% |
| 7D | +3.9% | -2.4% | +6.2% | +5.5% |
| 30D | -14.3% | -26.8% | +12.5% | +6.4% |
| 3M | -45.6% | -20.6% | -25.0% | -37.2% |
| 6M | +117.2% | -47.5% | +164.7% | +228.5% |
| YTD | +189.8% | -38.5% | +228.3% | +257.3% |
| 1Y | +317.7% | -31.0% | +348.7% | +354.9% |
| 3Y | +478.6% | +216.5% | +262.1% | +52.7% |
| All | +162.3% | +100.3% | +62.0% | -14.6% |
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