+807.4%
FIX vs KTOS
+216.1%
+591.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.5% |
| 7D | +5.0% | -2.4% | +7.4% | +5.7% |
| 30D | -2.7% | -26.8% | +24.1% | +6.5% |
| 3M | -8.2% | -20.6% | +12.3% | -3.0% |
| 6M | +20.3% | -47.5% | +67.7% | +42.4% |
| YTD | +81.4% | -38.5% | +119.9% | +96.5% |
| 1Y | +121.5% | -31.0% | +152.5% | +126.3% |
| 3Y | +807.4% | +216.5% | +590.9% | +480.6% |
| All | +807.4% | +216.1% | +591.3% | +480.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling