+97.5%
KTOS vs CNH
+8.8%
+88.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -2.4% | -5.7% | +3.3% | -1.0% |
| 30D | -26.8% | +26.6% | -53.4% | -31.9% |
| 3M | -20.6% | +31.1% | -51.6% | -27.2% |
| 6M | -47.5% | +24.9% | -72.4% | -51.5% |
| YTD | -38.5% | +48.7% | -87.2% | -46.3% |
| 1Y | -31.0% | +22.2% | -53.2% | -36.3% |
| 3Y | +216.5% | +7.4% | +209.1% | +195.5% |
| All | +97.5% | +8.8% | +88.7% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling