+54.1%
ZM vs KTOS
+217.6%
-163.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -5.7% | -2.4% | -3.3% | -5.4% |
| 30D | -9.1% | -26.8% | +17.7% | -4.7% |
| 3M | +3.5% | -20.6% | +24.1% | +6.6% |
| 6M | +25.7% | -47.5% | +73.2% | +36.7% |
| YTD | +10.8% | -38.5% | +49.2% | +14.8% |
| 1Y | +12.8% | -31.0% | +43.8% | +12.9% |
| 3Y | +33.1% | +216.5% | -183.4% | -5.5% |
| 5Y | -68.3% | +105.7% | -174.0% | -77.5% |
| All | +54.1% | +217.6% | -163.5% | +13.1% |
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