+612.2%
FCX vs KTOS
+613.9%
-1.7%
-72.6%
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% | 0.0% |
| 7D | -2.3% | -2.4% | +0.1% | -1.6% |
| 30D | +2.7% | -26.8% | +29.5% | +12.1% |
| 3M | +7.4% | -20.6% | +28.0% | +13.5% |
| 6M | +16.0% | -47.5% | +63.5% | +36.4% |
| YTD | +40.9% | -38.5% | +79.4% | +54.0% |
| 1Y | +56.4% | -31.0% | +87.4% | +62.3% |
| 3Y | +84.2% | +216.5% | -132.3% | +8.7% |
| 5Y | +114.6% | +105.7% | +8.9% | +39.1% |
| All | +612.2% | +613.9% | -1.7% | +201.9% |
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 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