-56.9%
KTOS vs CRS
-8.4%
-48.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.5% | -2.6% | -5.3% |
| 7D | -23.4% | -6.6% | -16.8% | -21.1% |
| 30D | -23.6% | -29.5% | +5.9% | -13.1% |
| 3M | -39.7% | -51.1% | +11.4% | -19.2% |
| 6M | -43.7% | -37.3% | -6.4% | -33.0% |
| YTD | -56.0% | -11.2% | -44.8% | -58.6% |
| 1Y | -56.9% | -11.5% | -45.4% | -59.0% |
| All | -56.9% | -8.4% | -48.5% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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