+1,541.8%
CDNS vs KTOS
-68.9%
+1,610.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 3M | -24.6% | -20.6% | -4.0% | -22.2% |
| 6M | -1.6% | -47.5% | +45.9% | +7.3% |
| YTD | -7.4% | -38.5% | +31.1% | -3.1% |
| 1Y | -18.4% | -31.0% | +12.6% | -16.8% |
| 3Y | +19.0% | +216.5% | -197.6% | -7.2% |
| 5Y | +73.4% | +105.7% | -32.3% | +41.1% |
| 10Y | +1,055.6% | +615.0% | +440.6% | +636.6% |
| All | +1,541.8% | -68.9% | +1,610.7% | +1,208.1% |
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