-56.9%
KTOS vs COPX
+22.8%
-79.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.8% | -1.3% | -3.9% |
| 7D | -23.4% | -7.5% | -15.9% | -20.1% |
| 30D | -23.6% | -18.6% | -5.0% | -14.5% |
| 3M | -39.7% | -19.0% | -20.6% | -33.0% |
| 6M | -43.7% | -9.9% | -33.8% | -42.1% |
| YTD | -56.0% | -1.8% | -54.2% | -61.4% |
| 1Y | -56.9% | +21.6% | -78.5% | -69.3% |
| All | -56.9% | +22.8% | -79.6% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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