+97.5%
KTOS vs CLBK
+43.5%
+54.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -1.5% | -0.9% | -2.0% |
| 30D | -26.8% | -1.0% | -25.8% | -26.6% |
| 3M | -20.6% | +22.9% | -43.5% | -25.2% |
| 6M | -47.5% | +44.2% | -91.7% | -52.7% |
| YTD | -38.5% | +64.0% | -102.5% | -47.0% |
| 1Y | -31.0% | +65.7% | -96.7% | -40.9% |
| 3Y | +216.5% | +54.1% | +162.5% | +173.3% |
| All | +97.5% | +43.5% | +54.0% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling