-92.5%
KTOS vs CAKE
+1,365.6%
-1,458.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | -2.4% | -4.5% | +2.2% | -1.0% |
| 30D | -26.8% | -12.4% | -14.4% | -23.9% |
| 3M | -20.6% | +37.3% | -57.9% | -29.1% |
| 6M | -47.5% | +70.7% | -118.2% | -56.5% |
| YTD | -38.5% | +106.0% | -144.5% | -52.1% |
| 1Y | -31.0% | +79.7% | -110.7% | -44.3% |
| 3Y | +216.5% | +267.8% | -51.2% | +97.5% |
| 5Y | +105.7% | +159.9% | -54.2% | +37.5% |
| 10Y | +615.0% | +154.3% | +460.7% | +308.7% |
| All | -92.5% | +1,365.6% | -1,458.1% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling