+332.6%
CAT vs KTOS
+100.3%
+232.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +0.6% | -2.4% | +2.9% | +1.0% |
| 30D | -4.3% | -26.8% | +22.5% | +0.6% |
| 3M | -8.6% | -20.6% | +11.9% | -5.8% |
| 6M | +16.1% | -47.5% | +63.6% | +26.8% |
| YTD | +43.8% | -38.5% | +82.3% | +50.5% |
| 1Y | +91.5% | -31.0% | +122.5% | +94.1% |
| 3Y | +202.7% | +216.5% | -13.8% | +126.1% |
| All | +332.6% | +100.3% | +232.3% | +246.6% |
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