+1.3%
FERG vs KTOS
-56.3%
+57.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -12.3% | +15.0% | +3.9% |
| 7D | +7.7% | -12.7% | +20.4% | +9.0% |
| 30D | +11.5% | -14.4% | +25.9% | +13.0% |
| 3M | -2.4% | -30.7% | +28.3% | +0.9% |
| 6M | -4.0% | -41.9% | +38.0% | +0.5% |
| YTD | +13.4% | -52.6% | +66.0% | +15.1% |
| All | +1.3% | -56.3% | +57.7% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling