+383.9%
KTOS vs CVE
+94.7%
+289.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.1% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -20.7% | +17.5% | -38.2% | -24.0% |
| 3M | -16.5% | +16.2% | -32.7% | -20.2% |
| 6M | -44.6% | +47.8% | -92.4% | -50.6% |
| YTD | -36.5% | +98.5% | -135.0% | -47.7% |
| 1Y | -24.9% | +109.8% | -134.6% | -39.0% |
| 3Y | +227.9% | +75.5% | +152.4% | +171.7% |
| 5Y | +103.6% | +341.6% | -237.9% | +27.4% |
| 10Y | +597.5% | +159.8% | +437.8% | +330.7% |
| All | +383.9% | +94.7% | +289.2% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling