-47.2%
CMCSA vs KTOS
+100.3%
-147.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -4.9% | -2.4% | -2.5% | -4.7% |
| 30D | -1.1% | -26.8% | +25.8% | +1.3% |
| 3M | +6.6% | -20.6% | +27.1% | +8.2% |
| 6M | -15.5% | -47.5% | +32.0% | -11.5% |
| YTD | -6.7% | -38.5% | +31.8% | -5.3% |
| 1Y | -15.6% | -31.0% | +15.4% | -16.5% |
| 3Y | -33.7% | +216.5% | -250.2% | -50.6% |
| All | -47.2% | +100.3% | -147.5% | -55.5% |
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 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