+222.7%
KTOS vs COPX
+179.5%
+43.2%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -2.3% | 0.0% | -1.5% |
| 30D | -26.8% | +0.3% | -27.1% | -27.3% |
| 3M | -20.6% | +6.8% | -27.4% | -23.5% |
| 6M | -47.5% | +7.9% | -55.4% | -49.9% |
| YTD | -38.5% | +23.7% | -62.2% | -45.3% |
| 1Y | -31.0% | +71.5% | -102.5% | -47.6% |
| 3Y | +216.5% | +149.1% | +67.4% | +91.7% |
| 5Y | +105.7% | +167.3% | -61.6% | +15.5% |
| 10Y | +615.0% | +568.5% | +46.5% | +128.4% |
| All | +222.7% | +179.5% | +43.2% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling