-53.6%
KTOS vs CAKE
+132.7%
-186.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.5% |
| 7D | -10.4% | -1.0% | -9.4% | -10.3% |
| 30D | -13.3% | +0.6% | -13.9% | -13.4% |
| 3M | -41.2% | -1.6% | -39.6% | -41.2% |
| 6M | -36.6% | +78.3% | -114.9% | -41.7% |
| YTD | -51.6% | +118.8% | -170.4% | -59.9% |
| 1Y | -53.6% | +140.3% | -194.0% | -62.6% |
| All | -53.6% | +132.7% | -186.4% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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