+721.5%
FLEX vs KTOS
-68.9%
+790.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | -23.8% | -20.6% | -3.3% | -20.2% |
| 6M | +82.6% | -47.5% | +130.1% | +107.8% |
| YTD | +91.6% | -38.5% | +130.1% | +106.5% |
| 1Y | +100.6% | -31.0% | +131.6% | +107.8% |
| 3Y | +479.8% | +216.5% | +263.2% | +305.3% |
| 5Y | +746.5% | +105.7% | +640.8% | +529.3% |
| 10Y | +1,119.4% | +615.0% | +504.4% | +532.5% |
| All | +721.5% | -68.9% | +790.3% | +463.3% |
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