+316.5%
CHTR vs KTOS
+337.2%
-20.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -4.1% | -2.4% | -1.7% | -3.8% |
| 30D | -3.0% | -26.8% | +23.9% | +1.0% |
| 3M | +4.8% | -20.6% | +25.3% | +7.3% |
| 6M | -35.0% | -47.5% | +12.5% | -30.1% |
| YTD | -30.2% | -38.5% | +8.3% | -27.8% |
| 1Y | -44.8% | -31.0% | -13.8% | -44.4% |
| 3Y | -66.6% | +216.5% | -283.1% | -74.1% |
| 5Y | -81.5% | +105.7% | -187.2% | -85.1% |
| 10Y | -44.8% | +615.0% | -659.8% | -64.8% |
| All | +316.5% | +337.2% | -20.7% | +170.0% |
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