+606.4%
KTOS vs AZO
+296.8%
+309.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.4% | -3.6% | +1.2% | -1.2% |
| 30D | -26.8% | -5.6% | -21.3% | -25.4% |
| 3M | -20.6% | -6.6% | -13.9% | -19.1% |
| 6M | -47.5% | -22.5% | -25.0% | -43.2% |
| YTD | -38.5% | -15.2% | -23.3% | -35.9% |
| 1Y | -31.0% | -33.9% | +2.9% | -21.6% |
| 3Y | +216.5% | +11.8% | +204.7% | +189.7% |
| 5Y | +105.7% | +85.5% | +20.2% | +48.3% |
| All | +606.4% | +296.8% | +309.5% | +325.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling