+60.8%
FDX vs KTOS
+216.1%
-155.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -3.3% | -2.4% | -0.9% | -3.1% |
| 30D | -4.5% | -26.8% | +22.3% | -2.5% |
| 3M | -7.3% | -20.6% | +13.2% | -6.0% |
| 6M | +7.5% | -47.5% | +55.0% | +11.7% |
| YTD | +35.1% | -38.5% | +73.6% | +36.9% |
| 1Y | +71.4% | -31.0% | +102.4% | +70.6% |
| 3Y | +60.8% | +216.5% | -155.7% | +45.1% |
| All | +60.8% | +216.1% | -155.3% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling