+539.5%
CCI vs KTOS
-68.9%
+608.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | -0.3% | -2.4% | +2.1% | +0.1% |
| 30D | +2.2% | -26.8% | +29.1% | +6.7% |
| 3M | -16.9% | -20.6% | +3.7% | -14.9% |
| 6M | -11.5% | -47.5% | +36.0% | -4.8% |
| YTD | -12.8% | -38.5% | +25.7% | -9.6% |
| 1Y | -17.1% | -31.0% | +13.9% | -16.2% |
| 3Y | -9.6% | +216.5% | -226.2% | -29.6% |
| 5Y | -48.9% | +105.7% | -154.6% | -58.8% |
| 10Y | +23.2% | +615.0% | -591.8% | -24.0% |
| All | +539.5% | -68.9% | +608.4% | +492.6% |
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 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