-60.1%
KTOS vs CNH
+15.2%
-75.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.2% | -12.1% | -12.3% |
| 7D | -12.7% | +6.5% | -19.1% | -13.1% |
| 30D | -14.4% | -12.0% | -2.5% | -13.4% |
| 3M | -30.7% | +4.4% | -35.0% | -31.4% |
| 6M | -41.9% | +15.7% | -57.6% | -44.0% |
| YTD | -52.6% | +28.2% | -80.9% | -55.4% |
| 1Y | -60.1% | +14.8% | -74.9% | -63.3% |
| All | -60.1% | +15.2% | -75.4% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling