+216.5%
KTOS vs CNI
+19.7%
+196.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -26.8% | -2.7% | -24.1% | -26.2% |
| 3M | -20.6% | +3.9% | -24.5% | -21.9% |
| 6M | -47.5% | +16.4% | -63.8% | -50.5% |
| YTD | -38.5% | +25.8% | -64.3% | -43.9% |
| 1Y | -31.0% | +32.4% | -63.4% | -38.4% |
| 3Y | +216.5% | +19.1% | +197.5% | +192.9% |
| All | +216.5% | +19.7% | +196.8% | +192.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling