+394.0%
CAH vs KTOS
+100.3%
+293.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -5.1% | -2.4% | -2.7% | -5.0% |
| 30D | +0.2% | -26.8% | +27.0% | +1.9% |
| 3M | +6.3% | -20.6% | +26.9% | +7.4% |
| 6M | +9.4% | -47.5% | +56.9% | +12.7% |
| YTD | +15.0% | -38.5% | +53.5% | +16.7% |
| 1Y | +55.4% | -31.0% | +86.5% | +55.4% |
| 3Y | +173.8% | +216.5% | -42.7% | +141.5% |
| All | +394.0% | +100.3% | +293.7% | +387.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling