-11.6%
KTOS vs CF
+6,164.2%
-6,175.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.6% |
| 7D | -2.2% | -0.8% | -1.3% | -2.0% |
| 30D | -25.1% | +14.3% | -39.4% | -27.5% |
| 3M | -16.8% | +27.9% | -44.7% | -22.0% |
| 6M | -49.5% | +25.5% | -75.0% | -53.1% |
| YTD | -38.4% | +81.2% | -119.6% | -47.5% |
| 1Y | -27.6% | +66.5% | -94.1% | -37.3% |
| 3Y | +218.0% | +76.7% | +141.3% | +167.2% |
| 5Y | +100.1% | +237.8% | -137.7% | +39.8% |
| 10Y | +615.8% | +619.9% | -4.1% | +311.2% |
| All | -11.6% | +6,164.2% | -6,175.8% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling