-60.1%
KTOS vs CF
+35.9%
-96.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.4% | -7.9% | -12.3% |
| 7D | -12.7% | -6.9% | -5.8% | -12.8% |
| 30D | -14.4% | -3.7% | -10.7% | -14.4% |
| 3M | -30.7% | -5.0% | -25.7% | -30.9% |
| 6M | -41.9% | -10.5% | -31.5% | -42.0% |
| YTD | -52.6% | +46.5% | -99.1% | -66.9% |
| 1Y | -60.1% | +34.8% | -95.0% | -70.9% |
| All | -60.1% | +35.9% | -96.0% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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