-92.5%
KTOS vs ZBRA
+1,339.9%
-1,432.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -1.3% |
| 7D | -2.4% | -3.4% | +1.0% | -1.1% |
| 30D | -26.8% | -7.4% | -19.4% | -24.7% |
| 3M | -20.6% | +57.5% | -78.1% | -34.9% |
| 6M | -47.5% | +64.0% | -111.5% | -57.8% |
| YTD | -38.5% | +44.3% | -82.8% | -48.7% |
| 1Y | -31.0% | +10.9% | -41.9% | -36.4% |
| 3Y | +216.5% | +37.5% | +179.0% | +156.3% |
| 5Y | +105.7% | -39.7% | +145.3% | +121.7% |
| 10Y | +615.0% | +429.9% | +185.1% | +204.3% |
| All | -92.5% | +1,339.9% | -1,432.3% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling