-92.5%
KTOS vs CRS
+5,702.6%
-5,795.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.4% | -6.8% | +4.4% | -0.1% |
| 30D | -26.8% | -16.1% | -10.7% | -22.3% |
| 3M | -20.6% | -21.2% | +0.6% | -14.2% |
| 6M | -47.5% | +8.7% | -56.2% | -49.4% |
| YTD | -38.5% | +41.0% | -79.5% | -45.9% |
| 1Y | -31.0% | +82.7% | -113.7% | -44.6% |
| 3Y | +216.5% | +604.8% | -388.2% | +57.0% |
| 5Y | +105.7% | +1,384.7% | -1,279.0% | -22.7% |
| 10Y | +615.0% | +1,362.3% | -747.3% | +140.1% |
| All | -92.5% | +5,702.6% | -5,795.0% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling