+606.4%
KTOS vs STLD
+1,131.4%
-525.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.0% |
| 7D | -2.4% | -0.9% | -1.4% | -2.0% |
| 30D | -26.8% | -8.9% | -18.0% | -24.5% |
| 3M | -20.6% | -14.0% | -6.5% | -16.6% |
| 6M | -47.5% | +30.8% | -78.3% | -53.0% |
| YTD | -38.5% | +42.3% | -80.8% | -47.0% |
| 1Y | -31.0% | +81.1% | -112.1% | -45.7% |
| 3Y | +216.5% | +149.2% | +67.4% | +114.9% |
| 5Y | +105.7% | +292.9% | -187.2% | +9.6% |
| All | +606.4% | +1,131.4% | -525.1% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling