-67.3%
CSGP vs KTOS
+100.1%
-167.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -6.9% | -2.3% | -4.6% | -6.6% |
| 30D | -5.2% | -26.3% | +21.0% | -0.6% |
| 3M | -13.8% | -14.3% | +0.5% | -12.4% |
| 6M | -36.3% | -47.2% | +10.8% | -30.2% |
| YTD | -56.1% | -38.1% | -18.0% | -54.5% |
| 1Y | -65.8% | -28.4% | -37.4% | -66.3% |
| 3Y | -64.3% | +219.6% | -283.9% | -77.5% |
| 5Y | -67.3% | +107.0% | -174.2% | -78.7% |
| All | -67.3% | +100.1% | -167.4% | -78.7% |
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