-24.8%
KTOS vs CPB
-32.6%
+7.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -1.4% |
| 7D | -8.0% | -8.6% | +0.6% | -9.8% |
| 30D | -13.6% | -7.2% | -6.3% | -14.9% |
| 3M | -24.6% | +0.9% | -25.5% | -23.9% |
| 6M | -46.3% | -11.8% | -34.5% | -48.7% |
| YTD | -37.0% | -19.4% | -17.6% | -42.0% |
| 1Y | -24.8% | -30.4% | +5.6% | -30.5% |
| All | -24.8% | -32.6% | +7.8% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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