-56.9%
KTOS vs CAI
-17.6%
-39.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -21.6% | +14.5% | -0.7% |
| 7D | -23.4% | -28.0% | +4.6% | -16.0% |
| 30D | -23.6% | -5.2% | -18.4% | -22.9% |
| 3M | -39.7% | +58.2% | -97.9% | -51.0% |
| 6M | -43.7% | +37.4% | -81.1% | -53.3% |
| YTD | -56.0% | -3.5% | -52.5% | -59.0% |
| 1Y | -56.9% | -10.9% | -46.0% | -58.3% |
| All | -56.9% | -17.6% | -39.3% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling