-0.8%
CCL vs KTOS
+100.3%
-101.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.4% |
| 7D | -3.2% | -2.4% | -0.9% | -2.6% |
| 30D | -17.8% | -26.8% | +9.1% | -10.6% |
| 3M | -18.7% | -20.6% | +1.9% | -14.4% |
| 6M | -11.4% | -47.5% | +36.1% | +3.4% |
| YTD | -24.3% | -38.5% | +14.2% | -19.6% |
| 1Y | -28.8% | -31.0% | +2.2% | -29.5% |
| 3Y | +49.3% | +216.5% | -167.2% | -26.4% |
| All | -0.8% | +100.3% | -101.1% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling