+221.1%
KTOS vs CART
+12.5%
+208.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -2.3% | -8.7% | +6.3% | -1.4% |
| 30D | -26.3% | -4.4% | -21.9% | -26.0% |
| 3M | -14.3% | +14.6% | -28.9% | -16.2% |
| 6M | -47.2% | +24.4% | -71.6% | -49.1% |
| YTD | -38.1% | +5.0% | -43.1% | -39.2% |
| 1Y | -28.4% | +0.5% | -29.0% | -29.7% |
| All | +221.1% | +12.5% | +208.6% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling