+294.3%
KTOS vs CBOE
+978.8%
-684.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -2.4% | -5.8% | +3.4% | -0.7% |
| 30D | -26.8% | -3.1% | -23.7% | -26.3% |
| 3M | -20.6% | -4.8% | -15.8% | -20.4% |
| 6M | -47.5% | -0.6% | -46.9% | -48.8% |
| YTD | -38.5% | +12.8% | -51.3% | -42.5% |
| 1Y | -31.0% | +19.8% | -50.8% | -36.9% |
| 3Y | +216.5% | +86.9% | +129.6% | +141.5% |
| 5Y | +105.7% | +136.5% | -30.8% | +42.6% |
| 10Y | +615.0% | +368.4% | +246.6% | +264.3% |
| All | +294.3% | +978.8% | -684.4% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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