+19.0%
CDNS vs KTOS
+216.1%
-197.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | -1.1% | -2.4% | +1.2% | -0.8% |
| 30D | -10.4% | -26.8% | +16.4% | -6.1% |
| 3M | -24.6% | -20.6% | -4.0% | -22.3% |
| 6M | -1.6% | -47.5% | +45.9% | +7.2% |
| YTD | -7.4% | -38.5% | +31.1% | -4.3% |
| 1Y | -18.4% | -31.0% | +12.6% | -18.6% |
| 3Y | +19.0% | +216.5% | -197.6% | -17.7% |
| All | +19.0% | +216.1% | -197.1% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling