+6.1%
CMCSA vs KTOS
+613.9%
-607.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -4.9% | -2.4% | -2.5% | -4.6% |
| 30D | -1.1% | -26.8% | +25.8% | +2.5% |
| 3M | +6.6% | -20.6% | +27.1% | +8.9% |
| 6M | -15.5% | -47.5% | +32.0% | -9.9% |
| YTD | -6.7% | -38.5% | +31.8% | -4.1% |
| 1Y | -15.6% | -31.0% | +15.4% | -15.7% |
| 3Y | -33.7% | +216.5% | -250.2% | -50.1% |
| 5Y | -46.6% | +105.7% | -152.3% | -58.3% |
| All | +6.1% | +613.9% | -607.8% | -31.2% |
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