-24.8%
KTOS vs CDW
-5.0%
-19.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -8.0% | +3.2% | -11.2% | -8.0% |
| 30D | -13.6% | +9.3% | -22.9% | -13.4% |
| 3M | -24.6% | +9.8% | -34.4% | -24.7% |
| 6M | -46.3% | +23.3% | -69.7% | -47.0% |
| YTD | -37.0% | +13.7% | -50.7% | -35.5% |
| 1Y | -24.8% | -6.5% | -18.3% | -18.7% |
| All | -24.8% | -5.0% | -19.8% | -18.7% |
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