-52.4%
KTOS vs ZBRA
+23.4%
-75.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +7.0% |
| 7D | -6.3% | -9.5% | +3.2% | -4.3% |
| 30D | -11.0% | -15.6% | +4.6% | -7.7% |
| 3M | -38.0% | -13.2% | -24.8% | -36.1% |
| 6M | -34.9% | +44.5% | -79.4% | -42.0% |
| YTD | -50.3% | +34.5% | -84.9% | -56.5% |
| All | -52.4% | +23.4% | -75.8% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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