+479.8%
FLEX vs KTOS
+216.1%
+263.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.3% |
| 7D | +5.7% | -2.4% | +8.1% | +6.3% |
| 30D | -7.0% | -26.8% | +19.8% | -0.6% |
| 3M | -23.8% | -20.6% | -3.3% | -20.6% |
| 6M | +82.6% | -47.5% | +130.1% | +104.7% |
| YTD | +91.6% | -38.5% | +130.1% | +104.5% |
| 1Y | +100.6% | -31.0% | +131.6% | +105.2% |
| 3Y | +479.8% | +216.5% | +263.2% | +333.7% |
| All | +479.8% | +216.1% | +263.7% | +333.7% |
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