-50.5%
CPNG vs KTOS
+100.3%
-150.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | -1.1% | -2.4% | +1.3% | -0.6% |
| 30D | -7.4% | -26.8% | +19.5% | -0.4% |
| 3M | -12.3% | -20.6% | +8.2% | -8.3% |
| 6M | -19.4% | -47.5% | +28.0% | -7.9% |
| YTD | -35.9% | -38.5% | +2.6% | -31.3% |
| 1Y | -53.4% | -31.0% | -22.4% | -52.4% |
| 3Y | -20.0% | +216.5% | -236.5% | -53.6% |
| All | -50.5% | +100.3% | -150.8% | -69.5% |
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