+859.6%
FISV vs KTOS
-68.9%
+928.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | -2.8% | -20.6% | +17.8% | -1.1% |
| 6M | -11.8% | -47.5% | +35.7% | -7.0% |
| YTD | -23.2% | -38.5% | +15.3% | -21.1% |
| 1Y | -62.0% | -31.0% | -31.0% | -61.7% |
| 3Y | -57.6% | +216.5% | -274.2% | -64.2% |
| 5Y | -53.4% | +105.7% | -159.1% | -59.6% |
| 10Y | +2.9% | +615.0% | -612.1% | -23.1% |
| All | +859.6% | -68.9% | +928.5% | +636.4% |
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 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