+202.7%
CAT vs KTOS
+216.1%
-13.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +0.6% | -2.4% | +2.9% | +0.9% |
| 30D | -4.3% | -26.8% | +22.5% | +0.4% |
| 3M | -8.6% | -20.6% | +11.9% | -5.9% |
| 6M | +16.1% | -47.5% | +63.6% | +26.3% |
| YTD | +43.8% | -38.5% | +82.3% | +49.7% |
| 1Y | +91.5% | -31.0% | +122.5% | +92.5% |
| 3Y | +202.7% | +216.5% | -13.8% | +112.9% |
| All | +202.7% | +216.1% | -13.4% | +112.9% |
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 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