+97.5%
KTOS vs CAPR
+69.4%
+28.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.6% |
| 7D | -2.4% | -11.0% | +8.6% | -2.2% |
| 30D | -26.8% | +99.8% | -126.6% | -27.6% |
| 3M | -20.6% | -66.6% | +46.0% | -20.2% |
| 6M | -47.5% | -75.1% | +27.6% | -47.0% |
| YTD | -38.5% | -71.0% | +32.5% | -38.1% |
| 1Y | -31.0% | +30.0% | -61.0% | -33.8% |
| 3Y | +216.5% | +29.0% | +187.6% | +171.1% |
| All | +97.5% | +69.4% | +28.1% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling