-56.9%
KTOS vs CNI
+34.7%
-91.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.9% | -5.2% | -6.9% |
| 7D | -23.4% | +2.0% | -25.4% | -23.6% |
| 30D | -23.6% | +6.8% | -30.4% | -24.5% |
| 3M | -39.7% | -0.3% | -39.4% | -39.6% |
| 6M | -43.7% | +16.3% | -60.0% | -46.1% |
| YTD | -56.0% | +30.2% | -86.2% | -59.8% |
| 1Y | -56.9% | +34.0% | -90.9% | -61.3% |
| All | -56.9% | +34.7% | -91.5% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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