+3,510.6%
CSX vs KTOS
-68.8%
+3,579.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.0% |
| 7D | -0.6% | -2.2% | +1.6% | -0.4% |
| 30D | -3.2% | -25.1% | +21.9% | -0.4% |
| 3M | +2.6% | -16.8% | +19.4% | +4.0% |
| 6M | +19.8% | -49.5% | +69.3% | +27.0% |
| YTD | +34.7% | -38.4% | +73.1% | +38.5% |
| 1Y | +52.1% | -27.6% | +79.8% | +52.8% |
| 3Y | +68.4% | +218.0% | -149.5% | +41.3% |
| 5Y | +65.1% | +100.1% | -35.0% | +42.5% |
| 10Y | +496.7% | +615.8% | -119.1% | +342.8% |
| All | +3,510.6% | -68.8% | +3,579.4% | +2,571.6% |
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 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