-24.8%
KTOS vs STZ
-10.2%
-14.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -8.0% | -1.9% | -6.1% | -7.8% |
| 30D | -13.6% | -1.9% | -11.7% | -13.4% |
| 3M | -24.6% | -6.2% | -18.3% | -24.0% |
| 6M | -46.3% | -14.0% | -32.3% | -44.6% |
| YTD | -37.0% | -5.1% | -31.9% | -38.8% |
| 1Y | -24.8% | -9.6% | -15.2% | -25.8% |
| All | -24.8% | -10.2% | -14.6% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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