+8,668.7%
FICO vs KTOS
-68.7%
+8,737.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -14.1% | -2.3% | -11.8% | -13.9% |
| 30D | -7.5% | -26.3% | +18.8% | -4.0% |
| 3M | -21.3% | -14.3% | -7.0% | -20.5% |
| 6M | -25.2% | -47.2% | +21.9% | -20.3% |
| YTD | -43.2% | -38.1% | -5.1% | -41.3% |
| 1Y | -37.2% | -28.4% | -8.8% | -37.0% |
| 3Y | +6.8% | +219.6% | -212.8% | -14.2% |
| 5Y | +112.8% | +107.0% | +5.9% | +77.4% |
| 10Y | +647.9% | +619.4% | +28.5% | +425.3% |
| All | +8,668.7% | -68.7% | +8,737.4% | +6,577.7% |
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