+1,024.1%
CRH vs KTOS
-68.9%
+1,093.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -6.1% | -2.4% | -3.7% | -5.8% |
| 30D | -9.3% | -26.8% | +17.6% | -6.4% |
| 3M | -15.2% | -20.6% | +5.4% | -13.6% |
| 6M | -14.2% | -47.5% | +33.3% | -9.4% |
| YTD | -28.3% | -38.5% | +10.2% | -26.0% |
| 1Y | -21.8% | -31.0% | +9.2% | -20.6% |
| 3Y | +71.6% | +216.5% | -144.9% | +47.6% |
| 5Y | +96.6% | +105.7% | -9.1% | +73.1% |
| 10Y | +253.8% | +615.0% | -361.2% | +176.0% |
| All | +1,024.1% | -68.9% | +1,093.0% | +788.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling