+132.5%
CNP vs KTOS
+613.9%
-481.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.4% | -2.4% | +1.0% | -1.1% |
| 30D | -2.9% | -26.8% | +23.9% | +0.5% |
| 3M | -7.5% | -20.6% | +13.0% | -5.6% |
| 6M | -7.9% | -47.5% | +39.6% | -2.0% |
| YTD | +3.7% | -38.5% | +42.2% | +6.8% |
| 1Y | +4.6% | -31.0% | +35.6% | +4.7% |
| 3Y | +49.1% | +216.5% | -167.4% | +13.9% |
| 5Y | +69.2% | +105.7% | -36.5% | +34.3% |
| All | +132.5% | +613.9% | -481.5% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling