+122.0%
CSCO vs KTOS
+100.3%
+21.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | -7.6% | -20.6% | +13.0% | -5.8% |
| 6M | +44.9% | -47.5% | +92.4% | +53.0% |
| YTD | +47.7% | -38.5% | +86.2% | +51.7% |
| 1Y | +69.1% | -31.0% | +100.1% | +69.8% |
| 3Y | +113.5% | +216.5% | -103.0% | +73.4% |
| All | +122.0% | +100.3% | +21.7% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling