+66.7%
FITB vs KTOS
+100.3%
-33.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | -0.3% | -2.4% | +2.1% | +0.1% |
| 30D | -5.7% | -26.8% | +21.2% | -1.2% |
| 3M | +3.2% | -20.6% | +23.7% | +6.2% |
| 6M | +23.4% | -47.5% | +70.9% | +34.3% |
| YTD | +18.8% | -38.5% | +57.3% | +23.0% |
| 1Y | +25.0% | -31.0% | +56.0% | +24.7% |
| 3Y | +131.2% | +216.5% | -85.3% | +57.7% |
| All | +66.7% | +100.3% | -33.6% | +27.7% |
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