+26.4%
CL vs KTOS
+100.3%
-73.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.3% |
| 7D | -2.2% | -2.4% | +0.1% | -2.2% |
| 30D | -6.0% | -26.8% | +20.9% | -6.1% |
| 3M | -2.3% | -20.6% | +18.2% | -2.3% |
| 6M | -2.0% | -47.5% | +45.5% | -2.0% |
| YTD | +11.8% | -38.5% | +50.3% | +11.7% |
| 1Y | +5.8% | -31.0% | +36.8% | +5.4% |
| 3Y | +25.9% | +216.5% | -190.6% | +20.6% |
| All | +26.4% | +100.3% | -73.9% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling