-60.1%
KTOS vs CFG
+34.2%
-94.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.4% | -14.6% | -13.6% |
| 7D | -12.7% | +1.8% | -14.4% | -13.7% |
| 30D | -14.4% | +3.3% | -17.7% | -16.2% |
| 3M | -30.7% | -9.8% | -20.8% | -26.3% |
| 6M | -41.9% | +5.2% | -47.1% | -45.1% |
| YTD | -52.6% | +16.1% | -68.7% | -58.2% |
| 1Y | -60.1% | +33.7% | -93.8% | -70.1% |
| All | -60.1% | +34.2% | -94.4% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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