+73.9%
CTVA vs KTOS
+216.1%
-142.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -4.5% | -2.4% | -2.1% | -4.4% |
| 30D | +11.3% | -26.8% | +38.2% | +13.3% |
| 3M | +12.3% | -20.6% | +32.9% | +13.7% |
| 6M | +7.2% | -47.5% | +54.7% | +11.8% |
| YTD | +26.0% | -38.5% | +64.5% | +27.8% |
| 1Y | +16.0% | -31.0% | +47.0% | +14.8% |
| 3Y | +73.9% | +216.5% | -142.6% | +34.8% |
| All | +73.9% | +216.1% | -142.2% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling