+606.4%
KTOS vs ZBH
-16.2%
+622.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.1% |
| 7D | -2.4% | -4.7% | +2.3% | -0.4% |
| 30D | -26.8% | -4.5% | -22.3% | -25.5% |
| 3M | -20.6% | +7.6% | -28.1% | -24.2% |
| 6M | -47.5% | +0.3% | -47.8% | -48.4% |
| YTD | -38.5% | +4.5% | -43.0% | -40.9% |
| 1Y | -31.0% | -9.4% | -21.6% | -29.3% |
| 3Y | +216.5% | -21.5% | +238.0% | +238.5% |
| 5Y | +105.7% | -28.4% | +134.1% | +127.2% |
| All | +606.4% | -16.2% | +622.5% | +601.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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