-56.9%
KTOS vs ZCMD
-99.9%
+43.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -7.2% |
| 7D | -23.4% | -12.9% | -10.5% | -23.5% |
| 30D | -23.6% | -45.3% | +21.6% | -24.1% |
| 3M | -39.7% | -59.4% | +19.7% | -40.2% |
| 6M | -43.7% | -99.8% | +56.1% | -50.8% |
| YTD | -56.0% | -99.9% | +43.8% | -60.0% |
| 1Y | -56.9% | -99.9% | +43.0% | -60.7% |
| All | -56.9% | -99.9% | +43.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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