+606.4%
KTOS vs CP
+232.0%
+374.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.9% |
| 7D | -2.4% | -2.6% | +0.2% | -0.9% |
| 30D | -26.8% | -3.7% | -23.1% | -25.3% |
| 3M | -20.6% | +0.1% | -20.7% | -21.0% |
| 6M | -47.5% | +7.8% | -55.3% | -50.0% |
| YTD | -38.5% | +21.7% | -60.2% | -45.8% |
| 1Y | -31.0% | +18.6% | -49.6% | -38.2% |
| 3Y | +216.5% | +17.5% | +199.0% | +175.1% |
| 5Y | +105.7% | +35.4% | +70.3% | +58.9% |
| All | +606.4% | +232.0% | +374.4% | +211.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling