-56.9%
KTOS vs CPB
-17.5%
-39.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.9% | -6.9% |
| 7D | -23.4% | +11.6% | -35.0% | -21.1% |
| 30D | -23.6% | +23.3% | -46.9% | -19.6% |
| 3M | -39.7% | +1.6% | -41.3% | -39.1% |
| 6M | -43.7% | +13.9% | -57.6% | -41.3% |
| YTD | -56.0% | -11.7% | -44.3% | -59.6% |
| 1Y | -56.9% | -18.2% | -38.6% | -60.8% |
| All | -56.9% | -17.5% | -39.3% | -60.8% |
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