+61.6%
STRL vs KTOS
-29.4%
+91.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.6% |
| 7D | +5.0% | -2.4% | +7.4% | +5.7% |
| 30D | -6.9% | -26.8% | +19.9% | +1.4% |
| 3M | -39.1% | -20.6% | -18.5% | -35.8% |
| 6M | +21.5% | -47.5% | +69.0% | +42.0% |
| YTD | +66.9% | -38.5% | +105.4% | +73.5% |
| 1Y | +61.6% | -31.0% | +92.6% | +52.6% |
| All | +61.6% | -29.4% | +91.0% | +52.6% |
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