+184.8%
COP vs KTOS
+100.3%
+84.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.3% | -2.4% | +4.7% | +2.6% |
| 30D | +8.6% | -26.8% | +35.5% | +12.2% |
| 3M | +19.9% | -20.6% | +40.4% | +22.3% |
| 6M | +19.0% | -47.5% | +66.5% | +27.1% |
| YTD | +50.0% | -38.5% | +88.5% | +54.2% |
| 1Y | +50.5% | -31.0% | +81.5% | +50.5% |
| 3Y | +25.2% | +216.5% | -191.3% | -6.7% |
| All | +184.8% | +100.3% | +84.5% | +129.2% |
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