+379.9%
CSCO vs KTOS
+613.9%
-234.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | +2.7% | -2.4% | +5.0% | +3.0% |
| 30D | -9.5% | -26.8% | +17.4% | -5.4% |
| 3M | -7.6% | -20.6% | +13.0% | -5.1% |
| 6M | +44.9% | -47.5% | +92.4% | +56.6% |
| YTD | +47.7% | -38.5% | +86.2% | +53.5% |
| 1Y | +69.1% | -31.0% | +100.1% | +70.6% |
| 3Y | +113.5% | +216.5% | -103.0% | +61.7% |
| 5Y | +122.8% | +105.7% | +17.1% | +75.7% |
| All | +379.9% | +613.9% | -234.0% | +216.2% |
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