+23.6%
SYY vs KTOS
+100.3%
-76.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +3.9% | -2.4% | +6.3% | +4.1% |
| 30D | -1.7% | -26.8% | +25.1% | +0.8% |
| 3M | +5.2% | -20.6% | +25.7% | +6.9% |
| 6M | -0.2% | -47.5% | +47.3% | +4.7% |
| YTD | +15.4% | -38.5% | +53.9% | +18.7% |
| 1Y | +5.6% | -31.0% | +36.6% | +6.6% |
| 3Y | +28.9% | +216.5% | -187.7% | +5.3% |
| All | +23.6% | +100.3% | -76.7% | +9.1% |
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