+2,651.1%
CB vs KTOS
-68.7%
+2,719.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -2.8% | -2.3% | -0.4% | -2.6% |
| 30D | -2.4% | -26.3% | +23.9% | 0.0% |
| 3M | +2.8% | -14.3% | +17.1% | +3.6% |
| 6M | +4.8% | -47.2% | +52.0% | +9.3% |
| YTD | +9.2% | -38.1% | +47.3% | +11.4% |
| 1Y | +22.8% | -28.4% | +51.3% | +23.0% |
| 3Y | +71.1% | +219.6% | -148.4% | +47.5% |
| 5Y | +101.0% | +107.0% | -6.0% | +76.6% |
| 10Y | +224.5% | +619.4% | -395.0% | +149.5% |
| All | +2,651.1% | -68.7% | +2,719.7% | +1,887.8% |
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