-50.8%
CDE vs KTOS
-68.9%
+18.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -3.1% | -2.4% | -0.7% | -2.9% |
| 30D | +9.5% | -26.8% | +36.3% | +12.9% |
| 3M | +25.5% | -20.6% | +46.1% | +28.2% |
| 6M | -7.9% | -47.5% | +39.6% | -2.2% |
| YTD | +15.6% | -38.5% | +54.0% | +20.7% |
| 1Y | +34.0% | -31.0% | +65.1% | +38.0% |
| 3Y | +791.9% | +216.5% | +575.4% | +698.3% |
| 5Y | +197.7% | +105.7% | +92.0% | +172.5% |
| 10Y | +55.0% | +615.0% | -560.0% | +31.7% |
| All | -50.8% | -68.9% | +18.1% | -61.5% |
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