-90.2%
KTOS vs CRL
+1,327.0%
-1,417.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | -2.4% | -3.5% | +1.2% | -1.4% |
| 30D | -26.8% | -2.1% | -24.7% | -26.5% |
| 3M | -20.6% | +48.0% | -68.5% | -29.6% |
| 6M | -47.5% | +64.7% | -112.2% | -55.2% |
| YTD | -38.5% | +39.5% | -78.0% | -45.1% |
| 1Y | -31.0% | +74.2% | -105.2% | -42.3% |
| 3Y | +216.5% | +39.4% | +177.2% | +168.6% |
| 5Y | +105.7% | -36.9% | +142.6% | +112.7% |
| 10Y | +615.0% | +253.3% | +361.7% | +355.4% |
| All | -90.2% | +1,327.0% | -1,417.2% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling