+216.5%
KTOS vs CBRE
+64.1%
+152.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.3% |
| 7D | -2.4% | -5.0% | +2.6% | -0.6% |
| 30D | -26.8% | -4.7% | -22.2% | -25.7% |
| 3M | -20.6% | +6.5% | -27.1% | -23.1% |
| 6M | -47.5% | +6.1% | -53.5% | -49.2% |
| YTD | -38.5% | -12.6% | -25.9% | -36.1% |
| 1Y | -31.0% | -15.3% | -15.7% | -27.6% |
| 3Y | +216.5% | +64.6% | +151.9% | +168.6% |
| All | +216.5% | +64.1% | +152.4% | +168.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling