-31.0%
KTOS vs CAI
-26.7%
-4.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -1.1% |
| 7D | -2.4% | -2.9% | +0.5% | -1.4% |
| 30D | -26.8% | +9.3% | -36.2% | -29.7% |
| 3M | -20.6% | +35.2% | -55.8% | -30.6% |
| 6M | -47.5% | +30.7% | -78.2% | -55.4% |
| YTD | -38.5% | -9.8% | -28.7% | -39.5% |
| 1Y | -31.0% | -28.9% | -2.2% | -24.7% |
| All | -31.0% | -26.7% | -4.3% | -24.7% |
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