-92.4%
KTOS vs STLD
+10,194.9%
-10,287.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -2.3% | -3.6% | +1.3% | -1.5% |
| 30D | -26.3% | -10.1% | -16.2% | -24.5% |
| 3M | -14.3% | -11.4% | -2.9% | -12.1% |
| 6M | -47.2% | +30.8% | -78.0% | -50.8% |
| YTD | -38.1% | +40.7% | -78.8% | -43.6% |
| 1Y | -28.4% | +80.8% | -109.2% | -38.6% |
| 3Y | +219.6% | +140.2% | +79.4% | +152.7% |
| 5Y | +107.0% | +288.5% | -181.5% | +41.9% |
| 10Y | +619.4% | +1,104.3% | -484.9% | +269.7% |
| All | -92.4% | +10,194.9% | -10,287.3% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling