+347.5%
CLF vs KTOS
-68.7%
+416.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -3.7% | -2.3% | -1.3% | -3.3% |
| 30D | -4.7% | -26.3% | +21.6% | +0.6% |
| 3M | -4.7% | -14.3% | +9.6% | -2.3% |
| 6M | +24.0% | -47.2% | +71.2% | +37.4% |
| YTD | -10.9% | -38.1% | +27.2% | -5.7% |
| 1Y | +4.0% | -28.4% | +32.5% | +6.7% |
| 3Y | -16.9% | +219.6% | -236.5% | -36.2% |
| 5Y | -49.3% | +107.0% | -156.3% | -59.0% |
| 10Y | +122.7% | +619.4% | -496.8% | +47.2% |
| All | +347.5% | -68.7% | +416.1% | +237.5% |
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