+3.6%
CMI vs KTOS
-59.5%
+63.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.1% | +2.2% | -3.6% |
| 7D | -13.4% | -23.4% | +10.0% | -9.3% |
| 30D | -16.2% | -23.6% | +7.4% | -12.3% |
| 3M | -30.8% | -39.7% | +8.9% | -24.8% |
| 6M | -33.1% | -43.7% | +10.6% | -27.2% |
| YTD | -11.2% | -56.0% | +44.8% | -3.3% |
| 1Y | +3.6% | -56.9% | +60.5% | +12.8% |
| All | +3.6% | -59.5% | +63.1% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling