+216.5%
KTOS vs CVE
+73.6%
+142.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.4% | +2.3% | -4.6% | -2.8% |
| 30D | -26.8% | +9.7% | -36.6% | -28.2% |
| 3M | -20.6% | +16.9% | -37.5% | -23.3% |
| 6M | -47.5% | +41.4% | -88.9% | -51.8% |
| YTD | -38.5% | +98.0% | -136.5% | -48.0% |
| 1Y | -31.0% | +98.2% | -129.2% | -41.8% |
| 3Y | +216.5% | +77.9% | +138.6% | +185.5% |
| All | +216.5% | +73.6% | +142.9% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 3y: compounded portfolio wealth divided by compounded CVE 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…
3y analysis · Full analysis span regression · 6 months rolling