+46.7%
F vs KTOS
+100.3%
-53.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | -4.4% | -2.4% | -2.1% | -4.1% |
| 30D | +1.0% | -26.8% | +27.9% | +5.9% |
| 3M | -4.0% | -20.6% | +16.6% | -1.1% |
| 6M | +18.1% | -47.5% | +65.6% | +28.9% |
| YTD | +10.2% | -38.5% | +48.7% | +14.3% |
| 1Y | +24.3% | -31.0% | +55.3% | +24.2% |
| 3Y | +38.1% | +216.5% | -178.5% | -8.0% |
| All | +46.7% | +100.3% | -53.6% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling