+216.5%
KTOS vs CASY
+158.0%
+58.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -2.4% | -18.6% | +16.2% | +1.4% |
| 30D | -26.8% | -26.6% | -0.2% | -22.6% |
| 3M | -20.6% | -32.8% | +12.2% | -14.6% |
| 6M | -47.5% | -10.0% | -37.5% | -48.0% |
| YTD | -38.5% | +11.6% | -50.1% | -42.6% |
| 1Y | -31.0% | +11.5% | -42.5% | -35.8% |
| 3Y | +216.5% | +160.7% | +55.9% | +145.2% |
| All | +216.5% | +158.0% | +58.5% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling