+167.0%
CVX vs KTOS
+100.3%
+66.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +2.6% | -2.4% | +5.0% | +2.8% |
| 30D | +9.8% | -26.8% | +36.7% | +12.6% |
| 3M | +16.2% | -20.6% | +36.8% | +18.1% |
| 6M | +13.6% | -47.5% | +61.1% | +19.5% |
| YTD | +44.4% | -38.5% | +82.9% | +47.6% |
| 1Y | +40.6% | -31.0% | +71.6% | +40.5% |
| 3Y | +48.2% | +216.5% | -168.4% | +17.6% |
| All | +167.0% | +100.3% | +66.7% | +126.2% |
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