-47.2%
KTOS vs STLD
+31.2%
-78.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -2.3% | -3.6% | +1.3% | -1.3% |
| 30D | -26.3% | -10.1% | -16.2% | -24.4% |
| 3M | -14.3% | -11.4% | -2.9% | -9.8% |
| 6M | -47.2% | +30.8% | -78.0% | -51.2% |
| All | -47.2% | +31.2% | -78.4% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling