+14.6%
COST vs KTOS
-59.5%
+74.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.1% | +9.0% | +1.6% |
| 7D | +7.1% | -23.4% | +30.5% | +6.6% |
| 30D | +14.1% | -23.6% | +37.7% | +13.5% |
| 3M | +13.3% | -39.7% | +53.0% | +12.4% |
| 6M | +5.2% | -43.7% | +48.9% | +4.5% |
| YTD | +24.3% | -56.0% | +80.3% | +23.7% |
| 1Y | +14.6% | -56.9% | +71.5% | +14.0% |
| All | +14.6% | -59.5% | +74.1% | +14.0% |
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