+7,001.5%
FAST vs KTOS
-68.7%
+7,070.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -0.4% | -2.3% | +1.9% | -0.2% |
| 30D | -6.4% | -26.3% | +19.8% | -3.4% |
| 3M | +7.1% | -14.3% | +21.4% | +8.3% |
| 6M | +7.0% | -47.2% | +54.2% | +13.1% |
| YTD | +24.1% | -38.1% | +62.2% | +27.8% |
| 1Y | +4.4% | -28.4% | +32.8% | +5.0% |
| 3Y | +93.2% | +219.6% | -126.4% | +61.7% |
| 5Y | +106.4% | +107.0% | -0.6% | +77.5% |
| 10Y | +526.9% | +619.4% | -92.5% | +359.4% |
| All | +7,001.5% | -68.7% | +7,070.1% | +4,997.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling