-73.7%
CBRS vs KTOS
-36.7%
-37.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -7.1% | -3.9% | -7.4% |
| 7D | -29.0% | -23.4% | -5.6% | -19.2% |
| 30D | -53.9% | -23.6% | -30.3% | -47.4% |
| 3M | -61.9% | -39.7% | -22.2% | -51.7% |
| All | -73.7% | -36.7% | -37.0% | -69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling