+113.5%
CSCO vs KTOS
+216.1%
-102.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.4% |
| 7D | +2.7% | -2.4% | +5.0% | +2.9% |
| 30D | -9.5% | -26.8% | +17.4% | -7.0% |
| 3M | -7.6% | -20.6% | +13.0% | -6.0% |
| 6M | +44.9% | -47.5% | +92.4% | +51.8% |
| YTD | +47.7% | -38.5% | +86.2% | +50.9% |
| 1Y | +69.1% | -31.0% | +100.1% | +68.8% |
| 3Y | +113.5% | +216.5% | -103.0% | +70.2% |
| All | +113.5% | +216.1% | -102.6% | +70.2% |
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 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