+2.7%
SRE vs KTOS
-29.4%
+32.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.8% | -2.4% | +1.5% | -0.8% |
| 30D | -3.0% | -26.8% | +23.8% | -2.4% |
| 3M | -8.3% | -20.6% | +12.3% | -7.8% |
| 6M | -8.9% | -47.5% | +38.6% | -6.9% |
| YTD | -4.3% | -38.5% | +34.2% | -3.1% |
| 1Y | +2.7% | -31.0% | +33.7% | +2.4% |
| All | +2.7% | -29.4% | +32.1% | +2.4% |
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 · 6 months rolling