+606.4%
KTOS vs STLA
+55.1%
+551.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.2% |
| 7D | -2.4% | -2.9% | +0.5% | -1.6% |
| 30D | -26.8% | +0.9% | -27.8% | -27.1% |
| 3M | -20.6% | -21.6% | +1.1% | -15.6% |
| 6M | -47.5% | -21.6% | -25.9% | -44.3% |
| YTD | -38.5% | -50.4% | +11.9% | -27.8% |
| 1Y | -31.0% | -43.6% | +12.6% | -22.8% |
| 3Y | +216.5% | -66.4% | +282.9% | +295.9% |
| 5Y | +105.7% | -62.3% | +168.0% | +136.7% |
| All | +606.4% | +55.1% | +551.3% | +475.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling