+107.7%
CTAS vs KTOS
+100.3%
+7.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.6% |
| 7D | +0.5% | -2.4% | +2.9% | +0.8% |
| 30D | -0.7% | -26.8% | +26.1% | +2.5% |
| 3M | +11.1% | -20.6% | +31.6% | +13.3% |
| 6M | +2.1% | -47.5% | +49.6% | +8.7% |
| YTD | +8.0% | -38.5% | +46.5% | +10.8% |
| 1Y | -0.5% | -31.0% | +30.5% | -0.8% |
| 3Y | +66.2% | +216.5% | -150.3% | +23.7% |
| All | +107.7% | +100.3% | +7.4% | +62.7% |
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