-51.5%
KTOS vs CPAY
+67.7%
-119.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.9% |
| 7D | -14.6% | +13.5% | -28.1% | -16.4% |
| 30D | -16.3% | +13.1% | -29.4% | -18.2% |
| 3M | -38.9% | +14.3% | -53.1% | -40.4% |
| 6M | -42.9% | +49.0% | -92.0% | -47.7% |
| YTD | -53.8% | +51.3% | -105.0% | -56.2% |
| 1Y | -51.5% | +63.7% | -115.3% | -53.4% |
| All | -51.5% | +67.7% | -119.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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