-60.1%
KTOS vs CP
+35.2%
-95.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.5% | -15.8% | -13.1% |
| 7D | -12.7% | +5.6% | -18.2% | -14.0% |
| 30D | -14.4% | +10.0% | -24.5% | -17.0% |
| 3M | -30.7% | +4.4% | -35.1% | -31.4% |
| 6M | -41.9% | +14.1% | -56.0% | -45.0% |
| YTD | -52.6% | +29.1% | -81.7% | -57.2% |
| 1Y | -60.1% | +34.6% | -94.7% | -66.9% |
| All | -60.1% | +35.2% | -95.4% | -66.9% |
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