-60.1%
KTOS vs CART
+61.3%
-121.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.6% | -13.8% | -12.3% |
| 7D | -12.7% | +1.4% | -14.0% | -12.7% |
| 30D | -14.4% | +29.7% | -44.1% | -15.1% |
| 3M | -30.7% | +29.7% | -60.4% | -31.6% |
| 6M | -41.9% | +36.8% | -78.7% | -43.3% |
| YTD | -52.6% | +31.7% | -84.3% | -55.4% |
| 1Y | -60.1% | +62.4% | -122.5% | -68.8% |
| All | -60.1% | +61.3% | -121.5% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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