+25.0%
FLEX vs KTOS
-59.2%
+84.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -12.3% | -0.1% | -9.2% |
| 7D | -17.0% | -12.7% | -4.3% | -13.8% |
| 30D | -33.8% | -14.4% | -19.4% | -31.0% |
| 3M | -39.0% | -30.7% | -8.4% | -33.6% |
| 6M | -15.9% | -41.9% | +26.0% | -6.3% |
| YTD | +27.8% | -52.6% | +80.5% | +46.0% |
| 1Y | +25.0% | -60.1% | +85.1% | +45.2% |
| All | +25.0% | -59.2% | +84.2% | +45.2% |
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