-31.0%
KTOS vs CF
+55.7%
-86.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.7% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -26.8% | +11.5% | -38.3% | -26.7% |
| 3M | -20.6% | +25.5% | -46.1% | -21.7% |
| 6M | -47.5% | +11.8% | -59.3% | -48.7% |
| YTD | -38.5% | +74.6% | -113.1% | -51.5% |
| 1Y | -31.0% | +57.7% | -88.7% | -43.5% |
| All | -31.0% | +55.7% | -86.7% | -43.5% |
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