-25.9%
STRL vs KTOS
-59.2%
+33.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -12.3% | -9.2% | -17.7% |
| 7D | -27.1% | -12.7% | -14.4% | -23.5% |
| 30D | -45.8% | -14.4% | -31.4% | -42.8% |
| 3M | -47.6% | -30.7% | -17.0% | -41.9% |
| 6M | -46.4% | -41.9% | -4.5% | -39.0% |
| YTD | -7.4% | -52.6% | +45.3% | +4.2% |
| 1Y | -25.9% | -60.1% | +34.3% | -13.9% |
| All | -25.9% | -59.2% | +33.4% | -13.9% |
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