-69.8%
SPCH vs KTOS
-43.6%
-26.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -7.1% | -10.9% | -12.2% |
| 7D | -27.7% | -23.4% | -4.3% | -10.0% |
| 30D | -51.2% | -23.6% | -27.6% | -39.1% |
| 3M | +11.3% | -39.7% | +51.0% | +70.9% |
| All | -69.8% | -43.6% | -26.2% | -53.7% |
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 · Available span rolling