-47.2%
KTOS vs CP
+5.3%
-52.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -2.3% | -2.7% | +0.4% | -1.3% |
| 30D | -26.3% | -3.4% | -22.9% | -25.1% |
| 3M | -14.3% | -0.6% | -13.7% | -14.3% |
| 6M | -47.2% | +6.3% | -53.5% | -48.3% |
| All | -47.2% | +5.3% | -52.5% | -48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling