+1,164.2%
CSGP vs KTOS
-67.9%
+1,232.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -5.1% | -2.3% | -2.8% | -4.8% |
| 30D | +0.3% | -20.7% | +21.0% | +3.4% |
| 3M | -9.1% | -16.5% | +7.4% | -7.5% |
| 6M | -37.3% | -44.6% | +7.3% | -33.0% |
| YTD | -54.9% | -36.5% | -18.4% | -53.4% |
| 1Y | -65.5% | -24.9% | -40.7% | -65.6% |
| 3Y | -63.3% | +227.9% | -291.1% | -71.0% |
| 5Y | -65.8% | +103.6% | -169.4% | -71.7% |
| 10Y | +40.1% | +597.5% | -557.4% | -7.7% |
| All | +1,164.2% | -67.9% | +1,232.0% | +856.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling