-47.5%
KTOS vs CDW
+30.4%
-77.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.5% | -0.3% |
| 7D | -2.4% | +0.9% | -3.3% | -2.3% |
| 30D | -26.8% | +13.1% | -39.9% | -26.4% |
| 3M | -20.6% | +19.7% | -40.2% | -21.1% |
| 6M | -47.5% | +30.7% | -78.2% | -52.2% |
| All | -47.5% | +30.4% | -77.9% | -52.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling