-27.6%
KTOS vs CRBG
+6.3%
-33.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -2.2% | +0.8% | -3.0% | -2.7% |
| 30D | -25.1% | -1.9% | -23.2% | -24.5% |
| 3M | -16.8% | +23.6% | -40.4% | -26.3% |
| 6M | -49.5% | +36.5% | -86.0% | -57.9% |
| YTD | -38.4% | +14.3% | -52.7% | -43.8% |
| 1Y | -27.6% | +4.8% | -32.4% | -32.5% |
| All | -27.6% | +6.3% | -33.9% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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