-60.1%
KTOS vs CAPR
+47.4%
-107.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +8.3% | -20.5% | -12.3% |
| 7D | -12.7% | +43.2% | -55.8% | -12.9% |
| 30D | -14.4% | +14.7% | -29.1% | -14.5% |
| 3M | -30.7% | +113.9% | -144.6% | -31.1% |
| 6M | -41.9% | -73.4% | +31.4% | -41.7% |
| YTD | -52.6% | -69.1% | +16.5% | -52.5% |
| 1Y | -60.1% | +47.2% | -107.3% | -61.2% |
| All | -60.1% | +47.4% | -107.6% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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