-0.3%
ZS vs KTOS
+216.1%
-216.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.8% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | -7.2% | -26.8% | +19.6% | -1.5% |
| 3M | +30.5% | -20.6% | +51.0% | +35.7% |
| 6M | +7.0% | -47.5% | +54.5% | +19.8% |
| YTD | -26.8% | -38.5% | +11.6% | -22.5% |
| 1Y | -42.6% | -31.0% | -11.6% | -41.9% |
| 3Y | -0.3% | +216.5% | -216.9% | -38.3% |
| All | -0.3% | +216.1% | -216.4% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling