-92.4%
KTOS vs CMS
+331.1%
-423.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -2.3% | -1.3% | -1.0% | -2.0% |
| 30D | -26.3% | -2.8% | -23.5% | -25.7% |
| 3M | -14.3% | -7.1% | -7.2% | -12.9% |
| 6M | -47.2% | -10.0% | -37.1% | -45.9% |
| YTD | -38.1% | -0.9% | -37.2% | -38.2% |
| 1Y | -28.4% | -2.0% | -26.4% | -28.5% |
| 3Y | +219.6% | +33.0% | +186.6% | +192.0% |
| 5Y | +107.0% | +24.3% | +82.7% | +91.8% |
| 10Y | +619.4% | +120.6% | +498.8% | +477.5% |
| All | -92.4% | +331.1% | -423.5% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling