+4,013.6%
CMG vs KTOS
-10.0%
+4,023.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.8% |
| 30D | +10.9% | -26.8% | +37.7% | +15.1% |
| 3M | +15.8% | -20.6% | +36.4% | +18.4% |
| 6M | +6.9% | -47.5% | +54.4% | +14.1% |
| YTD | -2.2% | -38.5% | +36.3% | +1.3% |
| 1Y | -7.1% | -31.0% | +23.9% | -5.8% |
| 3Y | -7.1% | +216.5% | -223.7% | -24.4% |
| 5Y | -4.8% | +105.7% | -110.5% | -20.1% |
| 10Y | +324.3% | +615.0% | -290.7% | +194.1% |
| All | +4,013.6% | -10.0% | +4,023.7% | +2,613.3% |
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