+153.2%
STM vs KTOS
-68.7%
+221.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -1.1% | -2.3% | +1.3% | -0.6% |
| 30D | -7.8% | -26.3% | +18.5% | -2.4% |
| 3M | -28.2% | -14.3% | -13.9% | -26.5% |
| 6M | +52.0% | -47.2% | +99.2% | +68.4% |
| YTD | +96.4% | -38.1% | +134.5% | +107.2% |
| 1Y | +98.8% | -28.4% | +127.3% | +101.4% |
| 3Y | +18.3% | +219.6% | -201.3% | -13.4% |
| 5Y | +17.7% | +107.0% | -89.3% | -9.2% |
| 10Y | +652.5% | +619.4% | +33.1% | +333.1% |
| All | +153.2% | -68.7% | +221.8% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling