+374.9%
CPRT vs KTOS
+613.9%
-239.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -11.2% | -2.4% | -8.8% | -10.8% |
| 30D | +3.3% | -26.8% | +30.2% | +8.6% |
| 3M | -3.6% | -20.6% | +17.0% | -0.6% |
| 6M | -15.8% | -47.5% | +31.7% | -7.9% |
| YTD | -23.5% | -38.5% | +15.0% | -20.1% |
| 1Y | -38.8% | -31.0% | -7.7% | -38.3% |
| 3Y | -33.4% | +216.5% | -250.0% | -53.3% |
| 5Y | -16.4% | +105.7% | -122.0% | -38.3% |
| All | +374.9% | +613.9% | -239.0% | +179.0% |
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 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