+316.9%
KTOS vs CPAY
+1,532.9%
-1,216.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.4% | -2.0% | -0.4% | -1.5% |
| 30D | -26.8% | -0.4% | -26.5% | -26.9% |
| 3M | -20.6% | +16.4% | -36.9% | -26.5% |
| 6M | -47.5% | +23.5% | -71.0% | -52.9% |
| YTD | -38.5% | +35.7% | -74.1% | -47.9% |
| 1Y | -31.0% | +30.2% | -61.2% | -41.0% |
| 3Y | +216.5% | +49.7% | +166.8% | +144.8% |
| 5Y | +105.7% | +56.6% | +49.1% | +52.9% |
| 10Y | +615.0% | +153.8% | +461.2% | +298.3% |
| All | +316.9% | +1,532.9% | -1,216.0% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling