+178.3%
CHRW vs KTOS
+613.9%
-435.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | +3.5% | -2.4% | +5.8% | +3.7% |
| 30D | +4.6% | -26.8% | +31.4% | +8.0% |
| 3M | -19.7% | -20.6% | +0.9% | -18.1% |
| 6M | -12.4% | -47.5% | +35.1% | -7.1% |
| YTD | -3.9% | -38.5% | +34.6% | -0.9% |
| 1Y | +18.4% | -31.0% | +49.4% | +19.5% |
| 3Y | +88.8% | +216.5% | -127.7% | +53.6% |
| 5Y | +93.5% | +105.7% | -12.1% | +61.2% |
| All | +178.3% | +613.9% | -435.6% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling