+108.4%
FAST vs KTOS
+100.3%
+8.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -0.6% | -2.4% | +1.8% | -0.3% |
| 30D | -5.6% | -26.8% | +21.3% | -2.1% |
| 3M | +6.9% | -20.6% | +27.5% | +9.4% |
| 6M | +7.0% | -47.5% | +54.5% | +14.2% |
| YTD | +24.9% | -38.5% | +63.4% | +28.4% |
| 1Y | +6.5% | -31.0% | +37.5% | +6.3% |
| 3Y | +94.1% | +216.5% | -122.4% | +42.6% |
| All | +108.4% | +100.3% | +8.1% | +53.7% |
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 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