-3.1%
CMG vs KTOS
+100.3%
-103.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.7% |
| 30D | +10.9% | -26.8% | +37.7% | +15.5% |
| 3M | +15.8% | -20.6% | +36.4% | +18.7% |
| 6M | +6.9% | -47.5% | +54.4% | +15.4% |
| YTD | -2.2% | -38.5% | +36.3% | +1.4% |
| 1Y | -7.1% | -31.0% | +23.9% | -6.5% |
| 3Y | -7.1% | +216.5% | -223.7% | -32.1% |
| All | -3.1% | +100.3% | -103.4% | -28.8% |
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 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