+606.4%
KTOS vs CASY
+453.5%
+152.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -2.4% | -18.6% | +16.2% | +4.1% |
| 30D | -26.8% | -26.6% | -0.2% | -19.4% |
| 3M | -20.6% | -32.8% | +12.2% | -10.2% |
| 6M | -47.5% | -10.0% | -37.5% | -47.4% |
| YTD | -38.5% | +11.6% | -50.1% | -43.1% |
| 1Y | -31.0% | +11.5% | -42.5% | -36.4% |
| 3Y | +216.5% | +160.7% | +55.9% | +104.9% |
| 5Y | +105.7% | +232.4% | -126.7% | +18.5% |
| All | +606.4% | +453.5% | +152.9% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling