+45.1%
SRE vs KTOS
+101.0%
-56.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | -4.0% | -26.3% | +22.4% | -1.8% |
| 3M | -9.4% | -17.6% | +8.2% | -8.4% |
| 6M | -11.5% | -45.6% | +34.1% | -7.7% |
| YTD | -4.7% | -37.3% | +32.6% | -2.8% |
| 1Y | +1.7% | -31.2% | +33.0% | +2.1% |
| 3Y | +24.0% | +223.2% | -199.2% | +1.5% |
| 5Y | +45.1% | +115.5% | -70.4% | +20.2% |
| All | +45.1% | +101.0% | -56.0% | +20.2% |
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