+44.4%
CSGP vs KTOS
+613.9%
-569.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.4% |
| 7D | -1.5% | -2.4% | +0.9% | -1.1% |
| 30D | -0.1% | -26.8% | +26.7% | +5.0% |
| 3M | -6.7% | -20.6% | +13.9% | -3.8% |
| 6M | -32.8% | -47.5% | +14.7% | -26.5% |
| YTD | -54.7% | -38.5% | -16.2% | -52.7% |
| 1Y | -65.0% | -31.0% | -34.0% | -64.8% |
| 3Y | -63.0% | +216.5% | -279.6% | -73.7% |
| 5Y | -66.2% | +105.7% | -171.9% | -74.9% |
| All | +44.4% | +613.9% | -569.6% | -16.4% |
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