+606.4%
KTOS vs CMS
+118.9%
+487.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.4% | -1.9% | -0.4% | -1.6% |
| 30D | -26.8% | -4.1% | -22.7% | -25.7% |
| 3M | -20.6% | -7.1% | -13.5% | -18.7% |
| 6M | -47.5% | -10.1% | -37.4% | -45.7% |
| YTD | -38.5% | -1.7% | -36.8% | -38.6% |
| 1Y | -31.0% | -3.4% | -27.6% | -30.8% |
| 3Y | +216.5% | +31.6% | +185.0% | +173.1% |
| 5Y | +105.7% | +23.3% | +82.4% | +80.7% |
| All | +606.4% | +118.9% | +487.5% | +508.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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