+145.3%
FITB vs KTOS
-68.9%
+214.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | -0.3% | -2.4% | +2.1% | 0.0% |
| 30D | -5.7% | -26.8% | +21.2% | -2.2% |
| 3M | +3.2% | -20.6% | +23.7% | +5.4% |
| 6M | +23.4% | -47.5% | +70.9% | +31.5% |
| YTD | +18.8% | -38.5% | +57.3% | +22.9% |
| 1Y | +25.0% | -31.0% | +56.0% | +26.6% |
| 3Y | +131.2% | +216.5% | -85.3% | +90.5% |
| 5Y | +70.7% | +105.7% | -35.0% | +45.1% |
| 10Y | +289.4% | +615.0% | -325.6% | +186.8% |
| All | +145.3% | -68.9% | +214.2% | +78.6% |
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