-60.1%
KTOS vs STLD
+59.7%
-119.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.0% | -9.2% | -11.6% |
| 7D | -12.7% | -3.9% | -8.7% | -11.8% |
| 30D | -14.4% | -0.4% | -14.0% | -14.2% |
| 3M | -30.7% | -9.2% | -21.5% | -29.4% |
| 6M | -41.9% | +5.0% | -46.9% | -41.8% |
| YTD | -52.6% | +42.8% | -95.4% | -55.4% |
| 1Y | -60.1% | +60.1% | -120.2% | -66.9% |
| All | -60.1% | +59.7% | -119.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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