+606.1%
COST vs KTOS
+613.9%
-7.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -1.2% | -2.4% | +1.2% | -1.0% |
| 30D | -4.7% | -26.8% | +22.1% | -2.0% |
| 3M | -7.1% | -20.6% | +13.4% | -5.5% |
| 6M | -8.5% | -47.5% | +39.0% | -3.8% |
| YTD | +5.4% | -38.5% | +43.9% | +8.0% |
| 1Y | -5.6% | -31.0% | +25.4% | -5.5% |
| 3Y | +68.5% | +216.5% | -148.1% | +36.4% |
| 5Y | +105.2% | +105.7% | -0.4% | +69.6% |
| All | +606.1% | +613.9% | -7.8% | +429.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling