-100.0%
SQQQ vs KTOS
+613.9%
-713.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.9% |
| 7D | +1.8% | -2.4% | +4.2% | +0.6% |
| 30D | +4.2% | -26.8% | +31.0% | -10.7% |
| 3M | -3.3% | -20.6% | +17.3% | -11.7% |
| 6M | -43.6% | -47.5% | +3.8% | -56.6% |
| YTD | -41.9% | -38.5% | -3.4% | -49.6% |
| 1Y | -50.6% | -31.0% | -19.6% | -52.5% |
| 3Y | -89.3% | +216.5% | -305.8% | -70.3% |
| 5Y | -94.8% | +105.7% | -200.5% | -85.0% |
| All | -100.0% | +613.9% | -713.9% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling