+606.4%
KTOS vs CLX
-3.7%
+610.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -2.4% | -5.7% | +3.3% | -1.8% |
| 30D | -26.8% | -17.0% | -9.8% | -25.6% |
| 3M | -20.6% | -9.7% | -10.9% | -19.8% |
| 6M | -47.5% | -19.8% | -27.7% | -46.5% |
| YTD | -38.5% | -9.8% | -28.6% | -38.1% |
| 1Y | -31.0% | -26.2% | -4.8% | -29.4% |
| 3Y | +216.5% | -36.2% | +252.7% | +226.0% |
| 5Y | +105.7% | -38.3% | +144.0% | +109.6% |
| All | +606.4% | -3.7% | +610.0% | +578.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling