+606.4%
KTOS vs CF
+595.8%
+10.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -26.8% | +11.5% | -38.3% | -29.3% |
| 3M | -20.6% | +25.5% | -46.1% | -26.4% |
| 6M | -47.5% | +11.8% | -59.3% | -50.7% |
| YTD | -38.5% | +74.6% | -113.1% | -49.9% |
| 1Y | -31.0% | +57.7% | -88.7% | -42.2% |
| 3Y | +216.5% | +74.2% | +142.3% | +150.5% |
| 5Y | +105.7% | +223.8% | -118.1% | +21.9% |
| All | +606.4% | +595.8% | +10.5% | +243.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling