+27,307.5%
FIX vs KTOS
-68.7%
+27,376.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +0.7% | -2.3% | +3.0% | +1.1% |
| 30D | -5.7% | -26.3% | +20.6% | -1.1% |
| 3M | -7.4% | -14.3% | +6.9% | -5.7% |
| 6M | +15.1% | -47.2% | +62.3% | +25.6% |
| YTD | +70.7% | -38.1% | +108.8% | +79.9% |
| 1Y | +111.9% | -28.4% | +140.4% | +117.6% |
| 3Y | +759.5% | +219.6% | +539.9% | +596.6% |
| 5Y | +2,164.4% | +107.0% | +2,057.4% | +1,809.5% |
| 10Y | +5,942.0% | +619.4% | +5,322.6% | +4,104.7% |
| All | +27,307.5% | -68.7% | +27,376.2% | +20,765.6% |
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