-60.1%
KTOS vs STLA
-53.0%
-7.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.8% | -16.1% | -12.1% |
| 7D | -12.7% | -0.6% | -12.0% | -12.6% |
| 30D | -14.4% | +3.6% | -18.0% | -14.3% |
| 3M | -30.7% | -20.6% | -10.0% | -31.3% |
| 6M | -41.9% | -34.3% | -7.6% | -42.9% |
| YTD | -52.6% | -57.3% | +4.7% | -56.2% |
| 1Y | -60.1% | -52.6% | -7.5% | -64.8% |
| All | -60.1% | -53.0% | -7.2% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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