+233.5%
SPOT vs KTOS
+216.1%
+17.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -3.1% | -2.4% | -0.7% | -2.8% |
| 30D | +7.4% | -26.8% | +34.2% | +11.1% |
| 3M | +8.2% | -20.6% | +28.7% | +10.5% |
| 6M | +2.2% | -47.5% | +49.7% | +9.4% |
| YTD | -9.5% | -38.5% | +29.0% | -7.6% |
| 1Y | -23.8% | -31.0% | +7.2% | -25.2% |
| 3Y | +233.5% | +216.5% | +16.9% | +161.9% |
| All | +233.5% | +216.1% | +17.4% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling