+6.0%
CLSK vs KTOS
+100.3%
-94.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +7.2% |
| 7D | +7.7% | -2.4% | +10.1% | +9.3% |
| 30D | +12.2% | -26.8% | +39.1% | +35.6% |
| 3M | -15.5% | -20.6% | +5.1% | -5.3% |
| 6M | +39.3% | -47.5% | +86.8% | +97.1% |
| YTD | +35.1% | -38.5% | +73.6% | +65.7% |
| 1Y | +34.0% | -31.0% | +65.0% | +48.8% |
| 3Y | +226.3% | +216.5% | +9.7% | -0.1% |
| All | +6.0% | +100.3% | -94.3% | -53.9% |
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 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