+99.6%
STM vs KTOS
-25.6%
+125.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +5.8% | -8.0% | +13.8% | +6.7% |
| 30D | -1.0% | -13.6% | +12.6% | +0.6% |
| 3M | -33.3% | -24.6% | -8.7% | -31.8% |
| 6M | +57.4% | -46.3% | +103.7% | +62.4% |
| YTD | +102.2% | -37.0% | +139.2% | +102.9% |
| 1Y | +99.6% | -24.8% | +124.4% | +87.5% |
| All | +99.6% | -25.6% | +125.2% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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