-32.5%
CBRS vs KTOS
-9.4%
-23.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.6% | +10.9% | +10.6% |
| 7D | +17.3% | -8.0% | +25.3% | +22.0% |
| 30D | -2.0% | -13.6% | +11.6% | +4.9% |
| 3M | -2.5% | -24.6% | +22.1% | -2.8% |
| All | -32.5% | -9.4% | -23.1% | -32.9% |
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 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