-6.5%
COF vs KTOS
-59.5%
+53.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.1% | +5.9% | -0.5% |
| 7D | -2.3% | -23.4% | +21.1% | +0.2% |
| 30D | +4.1% | -23.6% | +27.7% | +6.8% |
| 3M | -7.7% | -39.7% | +32.0% | -3.2% |
| 6M | +8.3% | -43.7% | +52.0% | +13.8% |
| YTD | -14.9% | -56.0% | +41.1% | -12.6% |
| 1Y | -6.5% | -56.9% | +50.4% | -4.0% |
| All | -6.5% | -59.5% | +53.0% | -4.0% |
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