-38.6%
FICO vs KTOS
-25.6%
-13.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.6% | -16.1% | -16.7% |
| 7D | -19.2% | -8.0% | -11.1% | -19.2% |
| 30D | -14.6% | -13.6% | -1.0% | -14.7% |
| 3M | -20.1% | -24.6% | +4.5% | -19.0% |
| 6M | -36.3% | -46.3% | +10.0% | -34.8% |
| YTD | -44.9% | -37.0% | -7.9% | -44.2% |
| 1Y | -38.6% | -24.8% | -13.8% | -34.2% |
| All | -38.6% | -25.6% | -13.0% | -34.2% |
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