+230.6%
CMCSA vs KTOS
-68.9%
+299.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | +6.6% | -20.6% | +27.1% | +8.5% |
| 6M | -15.5% | -47.5% | +32.0% | -10.8% |
| YTD | -6.7% | -38.5% | +31.8% | -4.2% |
| 1Y | -15.6% | -31.0% | +15.4% | -15.1% |
| 3Y | -33.7% | +216.5% | -250.2% | -44.8% |
| 5Y | -46.6% | +105.7% | -152.3% | -54.3% |
| 10Y | +7.1% | +615.0% | -607.9% | -22.7% |
| All | +230.6% | -68.9% | +299.4% | +139.4% |
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