+606.4%
KTOS vs CPB
-45.3%
+651.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -2.4% |
| 30D | -26.8% | -7.1% | -19.8% | -26.9% |
| 3M | -20.6% | -6.0% | -14.5% | -20.6% |
| 6M | -47.5% | -5.3% | -42.2% | -47.5% |
| YTD | -38.5% | -20.8% | -17.7% | -38.6% |
| 1Y | -31.0% | -33.8% | +2.8% | -30.8% |
| 3Y | +216.5% | -43.7% | +260.3% | +217.2% |
| 5Y | +105.7% | -40.7% | +146.4% | +103.5% |
| All | +606.4% | -45.3% | +651.6% | +639.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling