+4,932.0%
CCJ vs KTOS
-68.9%
+5,000.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | -4.0% | -2.4% | -1.7% | -3.8% |
| 30D | -2.4% | -26.8% | +24.5% | +1.2% |
| 3M | -2.3% | -20.6% | +18.3% | 0.0% |
| 6M | -16.2% | -47.5% | +31.3% | -10.4% |
| YTD | +5.7% | -38.5% | +44.2% | +10.6% |
| 1Y | +21.3% | -31.0% | +52.3% | +24.9% |
| 3Y | +159.4% | +216.5% | -57.2% | +125.8% |
| 5Y | +300.7% | +105.7% | +195.0% | +258.8% |
| 10Y | +1,055.2% | +615.0% | +440.2% | +813.5% |
| All | +4,932.0% | -68.9% | +5,000.8% | +3,826.6% |
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