-99.9%
DFNS vs KTOS
+216.1%
-316.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.7% |
| 7D | -6.3% | -2.4% | -4.0% | -6.8% |
| 30D | -74.0% | -26.8% | -47.1% | -76.2% |
| 3M | -70.1% | -20.6% | -49.6% | -72.6% |
| 6M | -93.9% | -47.5% | -46.4% | -95.6% |
| YTD | -98.1% | -38.5% | -59.6% | -98.4% |
| 1Y | -98.3% | -31.0% | -67.3% | -98.4% |
| 3Y | -99.9% | +216.5% | -316.4% | -99.4% |
| All | -99.9% | +216.1% | -316.0% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling