-92.5%
KTOS vs CAG
+107.9%
-200.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.4% | -5.7% | +3.3% | -1.6% |
| 30D | -26.8% | -2.4% | -24.4% | -26.7% |
| 3M | -20.6% | +9.8% | -30.4% | -21.8% |
| 6M | -47.5% | -10.8% | -36.7% | -46.9% |
| YTD | -38.5% | -10.8% | -27.7% | -38.0% |
| 1Y | -31.0% | -19.0% | -12.0% | -29.7% |
| 3Y | +216.5% | -39.7% | +256.2% | +233.6% |
| 5Y | +105.7% | -43.0% | +148.7% | +117.8% |
| 10Y | +615.0% | -36.0% | +651.0% | +627.5% |
| All | -92.5% | +107.9% | -200.4% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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