+487.4%
CSX vs KTOS
+613.9%
-126.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.9% | -2.4% | +1.4% | -0.5% |
| 30D | -2.0% | -26.8% | +24.9% | +3.1% |
| 3M | +3.6% | -20.6% | +24.2% | +6.8% |
| 6M | +22.0% | -47.5% | +69.5% | +33.4% |
| YTD | +36.3% | -38.5% | +74.8% | +41.9% |
| 1Y | +50.9% | -31.0% | +81.9% | +51.5% |
| 3Y | +69.2% | +216.5% | -147.4% | +18.0% |
| 5Y | +69.2% | +105.7% | -36.4% | +24.4% |
| All | +487.4% | +613.9% | -126.5% | +211.5% |
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 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