+606.4%
KTOS vs CBRE
+407.4%
+198.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.5% |
| 7D | -2.4% | -5.0% | +2.6% | 0.0% |
| 30D | -26.8% | -4.7% | -22.2% | -25.4% |
| 3M | -20.6% | +6.5% | -27.1% | -23.8% |
| 6M | -47.5% | +6.1% | -53.5% | -49.7% |
| YTD | -38.5% | -12.6% | -25.9% | -35.7% |
| 1Y | -31.0% | -15.3% | -15.7% | -26.9% |
| 3Y | +216.5% | +64.6% | +151.9% | +132.5% |
| 5Y | +105.7% | +45.0% | +60.7% | +56.9% |
| All | +606.4% | +407.4% | +198.9% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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