-60.1%
KTOS vs CDW
+13.2%
-73.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +12.7% | -24.9% | -11.1% |
| 7D | -12.7% | +3.7% | -16.4% | -11.7% |
| 30D | -14.4% | +26.0% | -40.4% | -12.7% |
| 3M | -30.7% | +10.1% | -40.8% | -29.9% |
| 6M | -41.9% | +26.1% | -68.0% | -41.3% |
| YTD | -52.6% | +25.9% | -78.5% | -49.6% |
| 1Y | -60.1% | +21.5% | -81.7% | -57.2% |
| All | -60.1% | +13.2% | -73.3% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling