+648.3%
FICO vs KTOS
+613.9%
+34.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +5.7% | -2.4% | +8.1% | +6.2% |
| 30D | -5.6% | -26.8% | +21.2% | +0.4% |
| 3M | -16.9% | -20.6% | +3.7% | -14.0% |
| 6M | -15.4% | -47.5% | +32.1% | -5.6% |
| YTD | -41.7% | -38.5% | -3.2% | -38.9% |
| 1Y | -38.3% | -31.0% | -7.3% | -38.4% |
| 3Y | +8.9% | +216.5% | -207.7% | -31.6% |
| 5Y | +118.3% | +105.7% | +12.6% | +46.3% |
| All | +648.3% | +613.9% | +34.4% | +289.8% |
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 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