+0.8%
SPGI vs KTOS
+100.3%
-99.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -7.4% | -2.4% | -5.0% | -7.2% |
| 30D | +0.4% | -26.8% | +27.2% | +3.7% |
| 3M | +5.3% | -20.6% | +25.8% | +7.4% |
| 6M | +1.7% | -47.5% | +49.2% | +8.0% |
| YTD | -16.4% | -38.5% | +22.1% | -14.1% |
| 1Y | -20.5% | -31.0% | +10.5% | -20.7% |
| 3Y | +14.2% | +216.5% | -202.3% | -14.5% |
| All | +0.8% | +100.3% | -99.5% | -26.3% |
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