+1,763.4%
COP vs KTOS
-68.9%
+1,832.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.3% | -2.4% | +4.7% | +2.5% |
| 30D | +8.6% | -26.8% | +35.5% | +11.6% |
| 3M | +19.9% | -20.6% | +40.4% | +21.8% |
| 6M | +19.0% | -47.5% | +66.5% | +24.8% |
| YTD | +50.0% | -38.5% | +88.5% | +53.8% |
| 1Y | +50.5% | -31.0% | +81.5% | +51.8% |
| 3Y | +25.2% | +216.5% | -191.3% | +7.5% |
| 5Y | +194.3% | +105.7% | +88.6% | +158.6% |
| 10Y | +342.9% | +615.0% | -272.1% | +249.8% |
| All | +1,763.4% | -68.9% | +1,832.2% | +1,384.1% |
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