+606.4%
KTOS vs STZ
-11.3%
+617.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.4% | -4.5% | +2.1% | -0.9% |
| 30D | -26.8% | -8.6% | -18.2% | -24.7% |
| 3M | -20.6% | -13.8% | -6.8% | -17.0% |
| 6M | -47.5% | -17.2% | -30.3% | -44.5% |
| YTD | -38.5% | -9.4% | -29.1% | -37.5% |
| 1Y | -31.0% | -11.9% | -19.1% | -29.4% |
| 3Y | +216.5% | -49.6% | +266.1% | +292.4% |
| 5Y | +105.7% | -37.2% | +142.8% | +129.6% |
| All | +606.4% | -11.3% | +617.7% | +608.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling