-31.0%
KTOS vs CART
+5.1%
-36.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.7% |
| 7D | -2.4% | -4.6% | +2.2% | -2.3% |
| 30D | -26.8% | +0.6% | -27.4% | -27.0% |
| 3M | -20.6% | +16.3% | -36.9% | -21.7% |
| 6M | -47.5% | +32.1% | -79.6% | -48.5% |
| YTD | -38.5% | +8.3% | -46.8% | -40.1% |
| 1Y | -31.0% | +6.1% | -37.1% | -34.8% |
| All | -31.0% | +5.1% | -36.1% | -34.8% |
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