+265.2%
SU vs KTOS
+613.9%
-348.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +2.2% | -2.4% | +4.6% | +2.6% |
| 30D | +8.4% | -26.8% | +35.3% | +14.2% |
| 3M | +12.1% | -20.6% | +32.7% | +15.5% |
| 6M | +19.7% | -47.5% | +67.2% | +31.2% |
| YTD | +58.4% | -38.5% | +96.9% | +65.4% |
| 1Y | +67.2% | -31.0% | +98.2% | +67.6% |
| 3Y | +125.0% | +216.5% | -91.5% | +53.9% |
| 5Y | +355.1% | +105.7% | +249.4% | +230.0% |
| All | +265.2% | +613.9% | -348.7% | +124.9% |
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