+421.5%
CARR vs KTOS
+318.0%
+103.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.6% |
| 7D | -3.8% | -2.4% | -1.4% | -3.3% |
| 30D | -8.9% | -26.8% | +17.9% | -3.1% |
| 3M | -17.3% | -20.6% | +3.3% | -14.1% |
| 6M | -1.4% | -47.5% | +46.1% | +10.1% |
| YTD | +10.0% | -38.5% | +48.5% | +15.3% |
| 1Y | -6.4% | -31.0% | +24.7% | -5.8% |
| 3Y | +1.5% | +216.5% | -215.0% | -33.0% |
| 5Y | +9.3% | +105.7% | -96.4% | -23.5% |
| All | +421.5% | +318.0% | +103.5% | +144.9% |
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