+5,717.0%
CAT vs KTOS
-68.9%
+5,785.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +0.6% | -2.4% | +2.9% | +0.8% |
| 30D | -4.3% | -26.8% | +22.5% | -1.0% |
| 3M | -8.6% | -20.6% | +11.9% | -6.7% |
| 6M | +16.1% | -47.5% | +63.6% | +23.4% |
| YTD | +43.8% | -38.5% | +82.3% | +49.0% |
| 1Y | +91.5% | -31.0% | +122.5% | +94.7% |
| 3Y | +202.7% | +216.5% | -13.8% | +156.1% |
| 5Y | +335.1% | +105.7% | +229.5% | +277.8% |
| 10Y | +1,161.7% | +615.0% | +546.7% | +846.0% |
| All | +5,717.0% | -68.9% | +5,785.9% | +4,430.9% |
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