+9,254.6%
CMI vs KTOS
-68.9%
+9,323.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 3M | -14.8% | -20.6% | +5.8% | -12.8% |
| 6M | +0.8% | -47.5% | +48.3% | +7.3% |
| YTD | +10.2% | -38.5% | +48.7% | +14.4% |
| 1Y | +37.4% | -31.0% | +68.4% | +40.1% |
| 3Y | +153.3% | +216.5% | -63.3% | +113.3% |
| 5Y | +167.6% | +105.7% | +61.9% | +131.4% |
| 10Y | +514.4% | +615.0% | -100.7% | +348.7% |
| All | +9,254.6% | -68.9% | +9,323.5% | +6,996.4% |
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