-31.0%
KTOS vs STZ
-11.8%
-19.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -2.4% | -4.5% | +2.1% | -1.8% |
| 30D | -26.8% | -8.6% | -18.2% | -26.0% |
| 3M | -20.6% | -13.8% | -6.8% | -18.7% |
| 6M | -47.5% | -17.2% | -30.3% | -45.6% |
| YTD | -38.5% | -9.4% | -29.1% | -40.0% |
| 1Y | -31.0% | -11.9% | -19.1% | -31.5% |
| All | -31.0% | -11.8% | -19.2% | -31.5% |
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