+1,980.9%
SYK vs KTOS
-68.7%
+2,049.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -12.3% | -2.3% | -10.0% | -12.2% |
| 30D | -22.4% | -26.3% | +3.8% | -20.7% |
| 3M | -12.3% | -14.3% | +2.0% | -11.7% |
| 6M | -24.3% | -47.2% | +22.9% | -21.3% |
| YTD | -22.8% | -38.1% | +15.3% | -21.2% |
| 1Y | -28.8% | -28.4% | -0.3% | -28.6% |
| 3Y | -4.0% | +219.6% | -223.6% | -15.6% |
| 5Y | +3.8% | +107.0% | -103.1% | -7.0% |
| 10Y | +172.8% | +619.4% | -446.6% | +122.4% |
| All | +1,980.9% | -68.7% | +2,049.6% | +1,652.9% |
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 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