+97.5%
KTOS vs CMS
+22.4%
+75.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.4% | -1.9% | -0.4% | -1.8% |
| 30D | -26.8% | -4.1% | -22.7% | -26.0% |
| 3M | -20.6% | -7.1% | -13.5% | -19.2% |
| 6M | -47.5% | -10.1% | -37.4% | -46.1% |
| YTD | -38.5% | -1.7% | -36.8% | -38.8% |
| 1Y | -31.0% | -3.4% | -27.6% | -31.0% |
| 3Y | +216.5% | +31.6% | +185.0% | +173.1% |
| All | +97.5% | +22.4% | +75.1% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling