-24.8%
KTOS vs CART
+14.4%
-39.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -8.0% | +1.0% | -9.1% | -8.1% |
| 30D | -13.6% | +12.6% | -26.2% | -14.2% |
| 3M | -24.6% | +23.1% | -47.7% | -25.8% |
| 6M | -46.3% | +39.5% | -85.9% | -47.4% |
| YTD | -37.0% | +13.5% | -50.5% | -38.6% |
| 1Y | -24.8% | +14.9% | -39.7% | -29.7% |
| All | -24.8% | +14.4% | -39.2% | -29.7% |
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