-60.6%
CSGP vs KTOS
+94.7%
-155.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.0% |
| 7D | +1.3% | -3.4% | +4.7% | +1.6% |
| 30D | +2.8% | -13.8% | +16.6% | +3.6% |
| 3M | -6.3% | -46.0% | +39.7% | -1.8% |
| 6M | -3.2% | -35.4% | +32.2% | -0.8% |
| YTD | -54.0% | -55.3% | +1.4% | -51.9% |
| 1Y | -54.8% | -52.7% | -2.1% | -53.3% |
| 3Y | -60.6% | +87.2% | -147.8% | -68.5% |
| All | -60.6% | +94.7% | -155.2% | -68.5% |
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