+142.1%
CI vs KTOS
+613.9%
-471.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | -0.1% | -2.4% | +2.3% | +0.2% |
| 30D | +1.8% | -26.8% | +28.6% | +5.6% |
| 3M | -4.2% | -20.6% | +16.3% | -2.0% |
| 6M | +8.8% | -47.5% | +56.3% | +16.4% |
| YTD | +3.7% | -38.5% | +42.2% | +7.1% |
| 1Y | -6.1% | -31.0% | +24.9% | -5.5% |
| 3Y | +4.5% | +216.5% | -212.1% | -19.7% |
| 5Y | +50.5% | +105.7% | -55.2% | +21.1% |
| All | +142.1% | +613.9% | -471.8% | +52.9% |
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