+71.6%
CRH vs KTOS
+216.1%
-144.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -6.1% | -2.4% | -3.7% | -5.7% |
| 30D | -9.3% | -26.8% | +17.6% | -5.2% |
| 3M | -15.2% | -20.6% | +5.4% | -12.8% |
| 6M | -14.2% | -47.5% | +33.3% | -7.1% |
| YTD | -28.3% | -38.5% | +10.2% | -25.5% |
| 1Y | -21.8% | -31.0% | +9.2% | -21.3% |
| 3Y | +71.6% | +216.5% | -144.9% | +27.5% |
| All | +71.6% | +216.1% | -144.5% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling