+463.9%
KTOS vs CNH
+55.3%
+408.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -2.4% | -5.7% | +3.3% | -0.5% |
| 30D | -26.8% | +26.6% | -53.4% | -33.6% |
| 3M | -20.6% | +31.1% | -51.6% | -29.5% |
| 6M | -47.5% | +24.9% | -72.4% | -52.8% |
| YTD | -38.5% | +48.7% | -87.2% | -48.6% |
| 1Y | -31.0% | +22.2% | -53.2% | -38.2% |
| 3Y | +216.5% | +7.4% | +209.1% | +185.4% |
| 5Y | +105.7% | +10.8% | +94.9% | +76.7% |
| 10Y | +615.0% | +154.7% | +460.3% | +307.9% |
| All | +463.9% | +55.3% | +408.6% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling