-14.9%
CRH vs KTOS
-54.8%
+39.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -1.3% | -3.4% | +2.1% | -1.0% |
| 30D | +18.1% | -13.8% | +31.9% | +19.6% |
| 3M | -3.9% | -46.0% | +42.1% | +2.7% |
| 6M | -13.3% | -35.4% | +22.1% | -9.8% |
| YTD | -24.2% | -55.3% | +31.1% | -21.1% |
| 1Y | -14.9% | -52.7% | +37.8% | -13.0% |
| All | -14.9% | -54.8% | +39.9% | -13.0% |
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