+351.3%
FERG vs KTOS
+613.9%
-262.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -2.6% | -2.4% | -0.2% | -2.4% |
| 30D | -8.9% | -26.8% | +17.9% | -6.3% |
| 3M | -2.0% | -20.6% | +18.5% | -0.3% |
| 6M | -3.2% | -47.5% | +44.3% | +1.6% |
| YTD | +1.5% | -38.5% | +40.0% | +4.3% |
| 1Y | +0.5% | -31.0% | +31.5% | +1.7% |
| 3Y | +50.4% | +216.5% | -166.1% | +32.6% |
| 5Y | +68.7% | +105.7% | -37.0% | +47.9% |
| All | +351.3% | +613.9% | -262.6% | +286.5% |
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