-14.4%
CLF vs KTOS
+216.1%
-230.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.1% |
| 7D | -3.5% | -2.4% | -1.2% | -2.9% |
| 30D | -1.6% | -26.8% | +25.3% | +6.4% |
| 3M | -12.0% | -20.6% | +8.5% | -7.5% |
| 6M | +30.0% | -47.5% | +77.4% | +48.7% |
| YTD | -9.2% | -38.5% | +29.3% | -4.0% |
| 1Y | +2.3% | -31.0% | +33.3% | +3.3% |
| 3Y | -14.4% | +216.5% | -230.9% | -45.1% |
| All | -14.4% | +216.1% | -230.5% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling