+165.0%
CMI vs KTOS
+100.3%
+64.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -0.7% | -2.4% | +1.6% | -0.4% |
| 30D | -12.4% | -26.8% | +14.5% | -8.2% |
| 3M | -14.8% | -20.6% | +5.8% | -12.2% |
| 6M | +0.8% | -47.5% | +48.3% | +9.4% |
| YTD | +10.2% | -38.5% | +48.7% | +15.4% |
| 1Y | +37.4% | -31.0% | +68.4% | +40.3% |
| 3Y | +153.3% | +216.5% | -63.3% | +99.9% |
| All | +165.0% | +100.3% | +64.7% | +124.5% |
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