+2,837.4%
CTAS vs KTOS
-68.9%
+2,906.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | +11.1% | -20.6% | +31.6% | +13.1% |
| 6M | +2.1% | -47.5% | +49.6% | +7.7% |
| YTD | +8.0% | -38.5% | +46.5% | +11.0% |
| 1Y | -0.5% | -31.0% | +30.5% | +0.4% |
| 3Y | +66.2% | +216.5% | -150.3% | +40.1% |
| 5Y | +109.2% | +105.7% | +3.5% | +80.9% |
| 10Y | +689.5% | +615.0% | +74.5% | +490.5% |
| All | +2,837.4% | -68.9% | +2,906.3% | +2,183.9% |
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