+216.5%
KTOS vs CAKE
+261.6%
-45.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -2.4% | -4.5% | +2.2% | -1.5% |
| 30D | -26.8% | -12.4% | -14.4% | -25.1% |
| 3M | -20.6% | +37.3% | -57.9% | -26.3% |
| 6M | -47.5% | +70.7% | -118.2% | -54.1% |
| YTD | -38.5% | +106.0% | -144.5% | -49.1% |
| 1Y | -31.0% | +79.7% | -110.7% | -41.1% |
| 3Y | +216.5% | +267.8% | -51.2% | +121.9% |
| All | +216.5% | +261.6% | -45.1% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling