+699.7%
CVS vs KTOS
-68.9%
+768.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -2.2% | -2.4% | +0.2% | -2.0% |
| 30D | -0.1% | -26.8% | +26.8% | +1.7% |
| 3M | -5.2% | -20.6% | +15.4% | -4.2% |
| 6M | +26.9% | -47.5% | +74.4% | +30.8% |
| YTD | +22.1% | -38.5% | +60.6% | +23.9% |
| 1Y | +30.8% | -31.0% | +61.8% | +31.3% |
| 3Y | +54.4% | +216.5% | -162.2% | +39.4% |
| 5Y | +33.4% | +105.7% | -72.3% | +21.9% |
| 10Y | +40.8% | +615.0% | -574.2% | +17.9% |
| All | +699.7% | -68.9% | +768.6% | +534.8% |
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 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