-3.6%
COST vs KTOS
-25.6%
+22.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.1% |
| 7D | -3.1% | -8.0% | +4.9% | -3.3% |
| 30D | -2.8% | -13.6% | +10.8% | -3.0% |
| 3M | -5.7% | -24.6% | +18.9% | -5.9% |
| 6M | -8.8% | -46.3% | +37.6% | -9.1% |
| YTD | +6.7% | -37.0% | +43.7% | +7.1% |
| 1Y | -3.6% | -24.8% | +21.2% | -0.8% |
| All | -3.6% | -25.6% | +22.0% | -0.8% |
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 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