+7,285.0%
STRL vs KTOS
+613.9%
+6,671.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.6% |
| 7D | +5.0% | -2.4% | +7.4% | +5.9% |
| 30D | -6.9% | -26.8% | +19.9% | +3.1% |
| 3M | -39.1% | -20.6% | -18.5% | -35.1% |
| 6M | +21.5% | -47.5% | +69.0% | +46.0% |
| YTD | +66.9% | -38.5% | +105.4% | +84.3% |
| 1Y | +61.6% | -31.0% | +92.6% | +70.3% |
| 3Y | +560.0% | +216.5% | +343.5% | +315.0% |
| 5Y | +2,238.9% | +105.7% | +2,133.2% | +1,492.0% |
| All | +7,285.0% | +613.9% | +6,671.1% | +3,102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling