-99.6%
DFNS vs KTOS
-59.2%
-40.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -12.3% | -6.1% | -10.8% |
| 7D | -27.7% | -12.7% | -15.0% | -21.1% |
| 30D | -58.0% | -14.4% | -43.5% | -54.0% |
| 3M | -94.0% | -30.7% | -63.3% | -92.2% |
| 6M | -94.6% | -41.9% | -52.6% | -92.7% |
| YTD | -99.4% | -52.6% | -46.8% | -99.2% |
| 1Y | -99.6% | -60.1% | -39.5% | -99.5% |
| All | -99.6% | -59.2% | -40.4% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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