-98.3%
DFNS vs KTOS
-25.6%
-72.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -16.0% | -8.0% | -8.0% | -11.4% |
| 30D | -77.7% | -13.6% | -64.1% | -75.0% |
| 3M | -77.2% | -24.6% | -52.6% | -73.8% |
| 6M | -95.2% | -46.3% | -48.8% | -93.7% |
| YTD | -98.0% | -37.0% | -61.0% | -97.5% |
| 1Y | -98.3% | -24.8% | -73.5% | -98.8% |
| All | -98.3% | -25.6% | -72.6% | -98.8% |
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