+124.6%
CLF vs KTOS
+613.9%
-489.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.2% |
| 7D | -3.5% | -2.4% | -1.2% | -2.7% |
| 30D | -1.6% | -26.8% | +25.3% | +9.4% |
| 3M | -12.0% | -20.6% | +8.5% | -5.7% |
| 6M | +30.0% | -47.5% | +77.4% | +57.5% |
| YTD | -9.2% | -38.5% | +29.3% | -0.3% |
| 1Y | +2.3% | -31.0% | +33.3% | +5.6% |
| 3Y | -14.4% | +216.5% | -230.9% | -54.0% |
| 5Y | -48.3% | +105.7% | -154.0% | -69.0% |
| All | +124.6% | +613.9% | -489.3% | -31.3% |
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 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