+683.1%
CTAS vs KTOS
+613.9%
+69.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.6% |
| 7D | +0.5% | -2.4% | +2.9% | +0.9% |
| 30D | -0.7% | -26.8% | +26.1% | +4.2% |
| 3M | +11.1% | -20.6% | +31.6% | +14.3% |
| 6M | +2.1% | -47.5% | +49.6% | +11.4% |
| YTD | +8.0% | -38.5% | +46.5% | +12.3% |
| 1Y | -0.5% | -31.0% | +30.5% | -0.1% |
| 3Y | +66.2% | +216.5% | -150.3% | +17.6% |
| 5Y | +109.2% | +105.7% | +3.5% | +55.6% |
| All | +683.1% | +613.9% | +69.2% | +354.1% |
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 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