+10.7%
CARR vs KTOS
+100.3%
-89.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.6% |
| 7D | -3.8% | -2.4% | -1.4% | -3.4% |
| 30D | -8.9% | -26.8% | +17.9% | -3.9% |
| 3M | -17.3% | -20.6% | +3.3% | -14.6% |
| 6M | -1.4% | -47.5% | +46.1% | +8.5% |
| YTD | +10.0% | -38.5% | +48.5% | +14.2% |
| 1Y | -6.4% | -31.0% | +24.7% | -6.2% |
| 3Y | +1.5% | +216.5% | -215.0% | -30.0% |
| All | +10.7% | +100.3% | -89.6% | -23.4% |
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