+219.5%
KTOS vs CART
+11.0%
+208.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.7% |
| 7D | -2.2% | -9.5% | +7.3% | -1.1% |
| 30D | -25.1% | -7.8% | -17.4% | -24.6% |
| 3M | -16.8% | +10.4% | -27.2% | -18.3% |
| 6M | -49.5% | +20.1% | -69.5% | -51.0% |
| YTD | -38.4% | +3.7% | -42.1% | -39.4% |
| 1Y | -27.6% | +2.6% | -30.2% | -29.1% |
| All | +219.5% | +11.0% | +208.4% | +194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling