-43.6%
FLUT vs KTOS
+216.1%
-259.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | +2.5% | -26.8% | +29.4% | +4.9% |
| 3M | -9.2% | -20.6% | +11.3% | -7.8% |
| 6M | -8.2% | -47.5% | +39.3% | -3.6% |
| YTD | -53.2% | -38.5% | -14.7% | -52.2% |
| 1Y | -65.6% | -31.0% | -34.6% | -65.5% |
| 3Y | -43.6% | +216.5% | -260.1% | -49.3% |
| All | -43.6% | +216.1% | -259.7% | -49.3% |
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 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