-24.8%
KTOS vs CLBK
+73.3%
-98.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -8.0% | +1.2% | -9.2% | -8.2% |
| 30D | -13.6% | +9.1% | -22.7% | -14.7% |
| 3M | -24.6% | +27.7% | -52.3% | -27.9% |
| 6M | -46.3% | +40.8% | -87.2% | -49.5% |
| YTD | -37.0% | +66.4% | -103.4% | -42.8% |
| 1Y | -24.8% | +72.4% | -97.2% | -33.0% |
| All | -24.8% | +73.3% | -98.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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