-31.0%
KTOS vs CDW
-8.5%
-22.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.5% | -0.5% |
| 7D | -2.4% | +0.9% | -3.3% | -2.3% |
| 30D | -26.8% | +13.1% | -39.9% | -26.6% |
| 3M | -20.6% | +19.7% | -40.2% | -21.0% |
| 6M | -47.5% | +30.7% | -78.2% | -48.3% |
| YTD | -38.5% | +14.7% | -53.2% | -36.9% |
| 1Y | -31.0% | -5.3% | -25.7% | -23.3% |
| All | -31.0% | -8.5% | -22.5% | -23.3% |
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