+314.3%
KTOS vs CLBK
+65.5%
+248.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -1.5% | -0.9% | -1.8% |
| 30D | -26.8% | -1.0% | -25.8% | -26.5% |
| 3M | -20.6% | +22.9% | -43.5% | -27.6% |
| 6M | -47.5% | +44.2% | -91.7% | -55.3% |
| YTD | -38.5% | +64.0% | -102.5% | -51.0% |
| 1Y | -31.0% | +65.7% | -96.7% | -45.6% |
| 3Y | +216.5% | +54.1% | +162.5% | +149.4% |
| 5Y | +105.7% | +44.7% | +61.0% | +51.4% |
| All | +314.3% | +65.5% | +248.8% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling