+3,860.6%
CLS vs KTOS
+100.3%
+3,760.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.7% |
| 7D | +10.9% | -2.4% | +13.3% | +11.7% |
| 30D | +2.1% | -26.8% | +28.9% | +11.9% |
| 3M | -10.2% | -20.6% | +10.4% | -4.8% |
| 6M | +30.4% | -47.5% | +77.9% | +54.2% |
| YTD | +17.2% | -38.5% | +55.7% | +29.3% |
| 1Y | +41.0% | -31.0% | +72.0% | +48.2% |
| 3Y | +1,338.0% | +216.5% | +1,121.4% | +872.6% |
| All | +3,860.6% | +100.3% | +3,760.3% | +2,983.6% |
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