-10.3%
CRM vs KTOS
-53.7%
+43.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.4% | -6.8% | +0.6% |
| 7D | -5.0% | -6.3% | +1.3% | -4.9% |
| 30D | -6.2% | -11.0% | +4.8% | -6.1% |
| 3M | +11.7% | -38.0% | +49.7% | +12.2% |
| 6M | +18.7% | -34.9% | +53.6% | +19.5% |
| YTD | -18.3% | -50.3% | +32.0% | -19.4% |
| All | -10.3% | -53.7% | +43.4% | -11.0% |
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