+577.9%
KTOS vs CFG
+388.3%
+189.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -2.3% | -1.7% | -0.6% | -1.6% |
| 30D | -26.3% | -4.6% | -21.7% | -24.8% |
| 3M | -14.3% | +7.9% | -22.2% | -17.3% |
| 6M | -47.2% | +19.9% | -67.1% | -51.2% |
| YTD | -38.1% | +21.7% | -59.8% | -43.3% |
| 1Y | -28.4% | +38.4% | -66.9% | -38.0% |
| 3Y | +219.6% | +187.0% | +32.6% | +97.3% |
| 5Y | +107.0% | +99.5% | +7.4% | +43.7% |
| 10Y | +619.4% | +308.3% | +311.1% | +201.6% |
| All | +577.9% | +388.3% | +189.6% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling