+211.3%
KTOS vs ZCMD
-100.0%
+311.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | -0.6% |
| 7D | -2.4% | -5.4% | +3.0% | -2.3% |
| 30D | -26.8% | -24.8% | -2.1% | -26.7% |
| 3M | -20.6% | -62.8% | +42.2% | -20.9% |
| 6M | -47.5% | -99.5% | +52.0% | -45.2% |
| YTD | -38.5% | -99.8% | +61.3% | -34.4% |
| 1Y | -31.0% | -99.9% | +68.9% | -24.5% |
| 3Y | +216.5% | -100.0% | +316.5% | +272.0% |
| 5Y | +105.7% | -100.0% | +205.7% | +143.0% |
| All | +211.3% | -100.0% | +311.3% | +295.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling