+1,980.9%
SRE vs KTOS
-68.9%
+2,049.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.8% | -2.4% | +1.5% | -0.7% |
| 30D | -3.0% | -26.8% | +23.8% | -1.5% |
| 3M | -8.3% | -20.6% | +12.3% | -7.5% |
| 6M | -8.9% | -47.5% | +38.6% | -6.4% |
| YTD | -4.3% | -38.5% | +34.2% | -2.9% |
| 1Y | +2.7% | -31.0% | +33.7% | +3.3% |
| 3Y | +28.7% | +216.5% | -187.9% | +18.2% |
| 5Y | +47.1% | +105.7% | -58.5% | +36.7% |
| 10Y | +121.7% | +615.0% | -493.3% | +93.7% |
| All | +1,980.9% | -68.9% | +2,049.8% | +1,603.1% |
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