+252.8%
SPOT vs KTOS
+350.7%
-97.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -3.1% | -2.4% | -0.7% | -2.6% |
| 30D | +7.4% | -26.8% | +34.2% | +14.6% |
| 3M | +8.2% | -20.6% | +28.7% | +12.5% |
| 6M | +2.2% | -47.5% | +49.7% | +15.0% |
| YTD | -9.5% | -38.5% | +29.0% | -4.9% |
| 1Y | -23.8% | -31.0% | +7.2% | -23.9% |
| 3Y | +233.5% | +216.5% | +16.9% | +108.0% |
| 5Y | +112.2% | +105.7% | +6.5% | +41.1% |
| All | +252.8% | +350.7% | -97.8% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling