-64.2%
CSGP vs KTOS
+218.1%
-282.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -6.9% | -2.3% | -4.6% | -6.7% |
| 30D | -5.2% | -26.3% | +21.0% | -2.7% |
| 3M | -13.8% | -14.3% | +0.5% | -13.0% |
| 6M | -36.3% | -47.2% | +10.8% | -32.8% |
| YTD | -56.1% | -38.1% | -18.0% | -55.2% |
| 1Y | -65.8% | -28.4% | -37.4% | -66.2% |
| All | -64.2% | +218.1% | -282.3% | -73.6% |
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