-92.5%
KTOS vs CCEP
+1,397.0%
-1,489.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -2.8% | +0.5% | -1.6% |
| 30D | -26.8% | -4.0% | -22.8% | -26.1% |
| 3M | -20.6% | +5.2% | -25.8% | -21.8% |
| 6M | -47.5% | +2.7% | -50.2% | -48.1% |
| YTD | -38.5% | +14.5% | -53.0% | -41.0% |
| 1Y | -31.0% | +17.2% | -48.2% | -34.5% |
| 3Y | +216.5% | +79.3% | +137.2% | +165.4% |
| 5Y | +105.7% | +106.8% | -1.1% | +64.2% |
| 10Y | +615.0% | +234.7% | +380.3% | +402.0% |
| All | -92.5% | +1,397.0% | -1,489.4% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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