+97.5%
KTOS vs CG
-2.7%
+100.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | -2.4% | -9.9% | +7.5% | +1.9% |
| 30D | -26.8% | -11.7% | -15.2% | -23.2% |
| 3M | -20.6% | -4.3% | -16.3% | -19.4% |
| 6M | -47.5% | -8.8% | -38.7% | -45.6% |
| YTD | -38.5% | -26.9% | -11.6% | -30.4% |
| 1Y | -31.0% | -35.4% | +4.4% | -18.4% |
| 3Y | +216.5% | +43.0% | +173.5% | +163.7% |
| All | +97.5% | -2.7% | +100.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling