-53.1%
FISV vs KTOS
+100.3%
-153.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.5% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | 0.0% | -26.8% | +26.9% | +3.3% |
| 3M | -2.8% | -20.6% | +17.8% | -0.8% |
| 6M | -11.8% | -47.5% | +35.7% | -6.4% |
| YTD | -23.2% | -38.5% | +15.3% | -21.4% |
| 1Y | -62.0% | -31.0% | -31.0% | -62.2% |
| 3Y | -57.6% | +216.5% | -274.2% | -69.1% |
| All | -53.1% | +100.3% | -153.4% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling