-31.0%
KTOS vs CPAY
+33.9%
-64.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.4% | -2.0% | -0.4% | -2.1% |
| 30D | -26.8% | -0.4% | -26.5% | -26.8% |
| 3M | -20.6% | +16.4% | -36.9% | -23.1% |
| 6M | -47.5% | +23.5% | -71.0% | -49.6% |
| YTD | -38.5% | +35.7% | -74.1% | -39.4% |
| 1Y | -31.0% | +30.2% | -61.2% | -29.8% |
| All | -31.0% | +33.9% | -64.9% | -29.8% |
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