+761.4%
KTOS vs Z
+17.5%
+743.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.7% |
| 7D | -2.4% | -6.0% | +3.7% | -0.9% |
| 30D | -26.8% | -2.3% | -24.6% | -26.8% |
| 3M | -20.6% | -0.6% | -20.0% | -21.4% |
| 6M | -47.5% | -27.6% | -19.9% | -43.6% |
| YTD | -38.5% | -52.4% | +13.9% | -26.6% |
| 1Y | -31.0% | -63.6% | +32.6% | -12.1% |
| 3Y | +216.5% | -36.4% | +252.9% | +231.5% |
| 5Y | +105.7% | -64.6% | +170.3% | +132.8% |
| 10Y | +615.0% | -2.8% | +617.8% | +443.6% |
| All | +761.4% | +17.5% | +743.9% | +487.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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