+6,672.2%
CME vs KTOS
-28.3%
+6,700.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | +5.6% | -26.8% | +32.4% | +8.7% |
| 3M | +5.6% | -20.6% | +26.2% | +7.5% |
| 6M | -8.3% | -47.5% | +39.2% | -3.4% |
| YTD | +4.3% | -38.5% | +42.8% | +7.1% |
| 1Y | +9.1% | -31.0% | +40.1% | +9.9% |
| 3Y | +52.1% | +216.5% | -164.5% | +27.2% |
| 5Y | +79.7% | +105.7% | -26.0% | +53.9% |
| 10Y | +281.8% | +615.0% | -333.2% | +174.8% |
| All | +6,672.2% | -28.3% | +6,700.5% | +5,161.8% |
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