+103.4%
KTOS vs CAPR
-99.2%
+202.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.6% |
| 7D | -2.3% | -10.6% | +8.2% | -2.2% |
| 30D | -26.3% | +111.2% | -137.5% | -27.3% |
| 3M | -14.3% | -67.2% | +52.9% | -13.8% |
| 6M | -47.2% | -75.1% | +28.0% | -46.6% |
| YTD | -38.1% | -71.2% | +33.1% | -37.7% |
| 1Y | -28.4% | +31.1% | -59.6% | -32.1% |
| 3Y | +219.6% | +31.3% | +188.3% | +195.3% |
| 5Y | +107.0% | +69.4% | +37.6% | +88.6% |
| 10Y | +619.4% | -78.2% | +697.6% | +531.7% |
| All | +103.4% | -99.2% | +202.5% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling