+7.2%
SYK vs KTOS
+100.3%
-93.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | -9.1% | -2.4% | -6.7% | -8.9% |
| 30D | -20.6% | -26.8% | +6.2% | -18.2% |
| 3M | -9.6% | -20.6% | +11.0% | -7.8% |
| 6M | -19.9% | -47.5% | +27.6% | -15.0% |
| YTD | -21.2% | -38.5% | +17.3% | -19.4% |
| 1Y | -28.4% | -31.0% | +2.6% | -29.0% |
| 3Y | -5.3% | +216.5% | -221.9% | -31.2% |
| All | +7.2% | +100.3% | -93.1% | -18.4% |
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 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