+1,063.1%
FDX vs KTOS
-68.7%
+1,131.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -3.9% | -2.3% | -1.5% | -3.6% |
| 30D | -3.3% | -26.3% | +23.0% | -0.3% |
| 3M | -2.0% | -14.3% | +12.3% | -0.9% |
| 6M | +8.0% | -47.2% | +55.2% | +14.2% |
| YTD | +35.0% | -38.1% | +73.1% | +39.0% |
| 1Y | +73.7% | -28.4% | +102.1% | +74.8% |
| 3Y | +61.6% | +219.6% | -158.0% | +35.6% |
| 5Y | +65.4% | +107.0% | -41.6% | +42.4% |
| 10Y | +181.2% | +619.4% | -438.3% | +109.3% |
| All | +1,063.1% | -68.7% | +1,131.8% | +815.4% |
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