-60.1%
KTOS vs CLBK
+65.7%
-125.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.9% | -13.2% | -12.3% |
| 7D | -12.7% | +4.6% | -17.2% | -13.0% |
| 30D | -14.4% | -1.5% | -12.9% | -14.3% |
| 3M | -30.7% | +4.4% | -35.1% | -30.6% |
| 6M | -41.9% | +31.7% | -73.6% | -42.2% |
| YTD | -52.6% | +58.7% | -111.3% | -52.3% |
| 1Y | -60.1% | +64.9% | -125.0% | -61.9% |
| All | -60.1% | +65.7% | -125.9% | -61.9% |
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