+216.5%
KTOS vs CGNX
+49.8%
+166.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.7% |
| 7D | -2.4% | +3.2% | -5.5% | -3.2% |
| 30D | -26.8% | +6.0% | -32.8% | -28.0% |
| 3M | -20.6% | +3.5% | -24.1% | -21.8% |
| 6M | -47.5% | +26.3% | -73.8% | -51.0% |
| YTD | -38.5% | +79.2% | -117.7% | -48.7% |
| 1Y | -31.0% | +43.8% | -74.8% | -38.9% |
| 3Y | +216.5% | +52.0% | +164.6% | +167.7% |
| All | +216.5% | +49.8% | +166.8% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling