+27.7%
SYY vs KTOS
+223.7%
-195.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +4.4% | -0.5% | +4.9% | +4.4% |
| 30D | +0.7% | -26.3% | +27.0% | +2.1% |
| 3M | +6.2% | -17.6% | +23.8% | +7.0% |
| 6M | -0.9% | -45.6% | +44.7% | +1.7% |
| YTD | +15.8% | -37.3% | +53.1% | +18.4% |
| 1Y | +5.7% | -31.2% | +36.9% | +7.2% |
| 3Y | +27.7% | +223.2% | -195.5% | +16.9% |
| All | +27.7% | +223.7% | -195.9% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling