-24.8%
KTOS vs AZO
-28.9%
+4.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -8.0% | +0.7% | -8.8% | -8.0% |
| 30D | -13.6% | -2.7% | -10.9% | -13.5% |
| 3M | -24.6% | -3.2% | -21.4% | -24.4% |
| 6M | -46.3% | -19.7% | -26.6% | -46.3% |
| YTD | -37.0% | -12.0% | -25.0% | -36.1% |
| 1Y | -24.8% | -29.5% | +4.7% | -30.6% |
| All | -24.8% | -28.9% | +4.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling