-60.1%
KTOS vs CRL
+85.3%
-145.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -7.3% | -5.0% | -9.5% |
| 7D | -12.7% | -12.8% | +0.1% | -7.9% |
| 30D | -14.4% | +5.0% | -19.4% | -15.6% |
| 3M | -30.7% | +39.4% | -70.0% | -39.2% |
| 6M | -41.9% | +89.4% | -131.3% | -55.7% |
| YTD | -52.6% | +63.6% | -116.2% | -62.5% |
| 1Y | -60.1% | +83.5% | -143.6% | -71.4% |
| All | -60.1% | +85.3% | -145.5% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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