-40.6%
FIS vs KTOS
+613.9%
-654.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -7.9% | -2.4% | -5.5% | -7.6% |
| 30D | -8.0% | -26.8% | +18.9% | -3.8% |
| 3M | +0.6% | -20.6% | +21.2% | +3.2% |
| 6M | -22.2% | -47.5% | +25.3% | -15.7% |
| YTD | -40.8% | -38.5% | -2.3% | -38.6% |
| 1Y | -41.5% | -31.0% | -10.5% | -41.5% |
| 3Y | -25.5% | +216.5% | -242.0% | -46.3% |
| 5Y | -64.8% | +105.7% | -170.5% | -73.4% |
| All | -40.6% | +613.9% | -654.5% | -61.4% |
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