+238.0%
SWKS vs KTOS
-68.8%
+306.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.6% | +2.3% |
| 7D | +6.8% | -2.2% | +9.0% | +7.3% |
| 30D | +11.3% | -25.1% | +36.4% | +18.8% |
| 3M | +4.1% | -16.8% | +20.9% | +7.5% |
| 6M | +39.7% | -49.5% | +89.1% | +59.6% |
| YTD | +23.2% | -38.4% | +61.6% | +30.6% |
| 1Y | +5.3% | -27.6% | +32.9% | +5.6% |
| 3Y | -15.1% | +218.0% | -233.1% | -43.3% |
| 5Y | -50.3% | +100.1% | -150.4% | -64.1% |
| 10Y | +42.3% | +615.8% | -573.4% | -31.3% |
| All | +238.0% | -68.8% | +306.8% | +148.8% |
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 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