-53.6%
KTOS vs ZYBT
-25.2%
-28.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -5.9% | -2.6% |
| 7D | -10.4% | +14.9% | -25.3% | -10.4% |
| 30D | -13.3% | -11.0% | -2.3% | -13.3% |
| 3M | -41.2% | -14.4% | -26.7% | -41.2% |
| 6M | -36.6% | +62.1% | -98.7% | -35.2% |
| YTD | -51.6% | +33.9% | -85.5% | -48.2% |
| 1Y | -53.6% | -25.6% | -28.0% | -44.4% |
| All | -53.6% | -25.2% | -28.4% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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