+528.7%
FAST vs KTOS
+613.9%
-85.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | -5.6% | -26.8% | +21.3% | -1.0% |
| 3M | +6.9% | -20.6% | +27.5% | +10.1% |
| 6M | +7.0% | -47.5% | +54.5% | +16.4% |
| YTD | +24.9% | -38.5% | +63.4% | +29.9% |
| 1Y | +6.5% | -31.0% | +37.5% | +7.1% |
| 3Y | +94.1% | +216.5% | -122.4% | +40.3% |
| 5Y | +107.7% | +105.7% | +2.0% | +56.7% |
| All | +528.7% | +613.9% | -85.2% | +252.7% |
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