+606.4%
KTOS vs STT
+271.9%
+334.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -2.4% | -0.4% | -1.9% | -2.2% |
| 30D | -26.8% | +1.7% | -28.6% | -27.5% |
| 3M | -20.6% | +17.9% | -38.5% | -26.8% |
| 6M | -47.5% | +55.3% | -102.8% | -57.7% |
| YTD | -38.5% | +52.7% | -91.2% | -50.2% |
| 1Y | -31.0% | +75.7% | -106.7% | -47.7% |
| 3Y | +216.5% | +197.9% | +18.6% | +83.4% |
| 5Y | +105.7% | +158.8% | -53.1% | +21.9% |
| All | +606.4% | +271.9% | +334.4% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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