+181.9%
FANG vs KTOS
+613.9%
-432.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +2.9% | -2.4% | +5.2% | +3.4% |
| 30D | +2.6% | -26.8% | +29.5% | +9.4% |
| 3M | +7.6% | -20.6% | +28.1% | +11.5% |
| 6M | +17.3% | -47.5% | +64.8% | +31.1% |
| YTD | +38.7% | -38.5% | +77.2% | +45.2% |
| 1Y | +51.6% | -31.0% | +82.6% | +51.4% |
| 3Y | +50.0% | +216.5% | -166.6% | -7.1% |
| 5Y | +237.6% | +105.7% | +131.9% | +126.1% |
| All | +181.9% | +613.9% | -432.0% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling