-99.9%
FCEL vs KTOS
-68.9%
-31.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +6.3% | -2.4% | +8.7% | +7.1% |
| 30D | -26.7% | -26.8% | +0.2% | -19.6% |
| 3M | -10.2% | -20.6% | +10.4% | -3.8% |
| 6M | +123.5% | -47.5% | +171.0% | +163.5% |
| YTD | +117.4% | -38.5% | +155.9% | +143.2% |
| 1Y | +146.0% | -31.0% | +177.0% | +164.3% |
| 3Y | -61.9% | +216.5% | -278.4% | -74.3% |
| 5Y | -90.5% | +105.7% | -196.2% | -92.8% |
| 10Y | -99.1% | +615.0% | -714.2% | -99.5% |
| All | -99.9% | -68.9% | -31.1% | -99.9% |
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