+18.3%
STM vs KTOS
+100.3%
-82.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -1.4% | -2.4% | +1.0% | -1.0% |
| 30D | -4.9% | -26.8% | +21.9% | +0.5% |
| 3M | -34.0% | -20.6% | -13.4% | -31.7% |
| 6M | +51.8% | -47.5% | +99.3% | +67.4% |
| YTD | +99.4% | -38.5% | +137.9% | +108.0% |
| 1Y | +99.1% | -31.0% | +130.1% | +99.0% |
| 3Y | +19.5% | +216.5% | -197.1% | -21.6% |
| All | +18.3% | +100.3% | -82.0% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling