+70.2%
CIFR vs KTOS
+122.4%
-52.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | -5.0% | -2.4% | -2.7% | -3.8% |
| 30D | -5.7% | -26.8% | +21.1% | +9.3% |
| 3M | -25.5% | -20.6% | -5.0% | -18.7% |
| 6M | +19.4% | -47.5% | +66.9% | +56.4% |
| YTD | +14.2% | -38.5% | +52.7% | +37.7% |
| 1Y | +69.0% | -31.0% | +100.0% | +90.6% |
| 3Y | +503.9% | +216.5% | +287.4% | +217.7% |
| 5Y | +27.7% | +105.7% | -78.0% | -30.2% |
| All | +70.2% | +122.4% | -52.2% | -7.3% |
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