-49.8%
KTOS vs CBRE
+2,118.6%
-2,168.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | -2.4% | -5.0% | +2.6% | -1.4% |
| 30D | -26.8% | -4.7% | -22.2% | -26.2% |
| 3M | -20.6% | +6.5% | -27.1% | -21.9% |
| 6M | -47.5% | +6.1% | -53.5% | -48.4% |
| YTD | -38.5% | -12.6% | -25.9% | -37.2% |
| 1Y | -31.0% | -15.3% | -15.7% | -29.1% |
| 3Y | +216.5% | +64.6% | +151.9% | +182.3% |
| 5Y | +105.7% | +45.0% | +60.7% | +87.3% |
| 10Y | +615.0% | +404.2% | +210.8% | +422.9% |
| All | -49.8% | +2,118.6% | -2,168.4% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling