-24.8%
KTOS vs CP
+19.9%
-44.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -8.0% | -2.7% | -5.4% | -7.2% |
| 30D | -13.6% | +0.2% | -13.8% | -13.5% |
| 3M | -24.6% | +2.6% | -27.1% | -25.4% |
| 6M | -46.3% | +6.0% | -52.3% | -48.2% |
| YTD | -37.0% | +24.9% | -61.9% | -41.9% |
| 1Y | -24.8% | +20.1% | -44.9% | -29.9% |
| All | -24.8% | +19.9% | -44.7% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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