+338.9%
FIS vs KTOS
-23.5%
+362.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -7.9% | -2.4% | -5.5% | -7.7% |
| 30D | -8.0% | -26.8% | +18.9% | -4.8% |
| 3M | +0.6% | -20.6% | +21.2% | +2.5% |
| 6M | -22.2% | -47.5% | +25.3% | -17.5% |
| YTD | -40.8% | -38.5% | -2.3% | -39.0% |
| 1Y | -41.5% | -31.0% | -10.5% | -41.1% |
| 3Y | -25.5% | +216.5% | -242.0% | -38.8% |
| 5Y | -64.8% | +105.7% | -170.5% | -70.2% |
| 10Y | -40.1% | +615.0% | -655.1% | -57.1% |
| All | +338.9% | -23.5% | +362.3% | +208.5% |
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 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