+20.2%
CLF vs KTOS
-59.2%
+79.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -12.3% | +3.1% | -6.5% |
| 7D | -7.9% | -12.7% | +4.8% | -5.1% |
| 30D | +5.2% | -14.4% | +19.7% | +8.7% |
| 3M | +4.3% | -30.7% | +35.0% | +12.4% |
| 6M | +25.3% | -41.9% | +67.2% | +38.6% |
| YTD | -3.3% | -52.6% | +49.3% | +2.4% |
| 1Y | +20.2% | -60.1% | +80.4% | +36.9% |
| All | +20.2% | -59.2% | +79.5% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling