+14.4%
FIX vs KTOS
-59.2%
+73.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -12.3% | -2.8% | -11.7% |
| 7D | -18.9% | -12.7% | -6.3% | -15.6% |
| 30D | -36.3% | -14.4% | -21.9% | -33.3% |
| 3M | -38.5% | -30.7% | -7.8% | -32.7% |
| 6M | -42.3% | -41.9% | -0.3% | -34.9% |
| YTD | +17.1% | -52.6% | +69.7% | +31.3% |
| 1Y | +14.4% | -60.1% | +74.5% | +33.1% |
| All | +14.4% | -59.2% | +73.6% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling