+115.4%
FOXA vs KTOS
+216.1%
-100.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.0% |
| 30D | +5.0% | -26.8% | +31.9% | +7.2% |
| 3M | -3.0% | -20.6% | +17.5% | -1.8% |
| 6M | +14.8% | -47.5% | +62.3% | +18.8% |
| YTD | -8.9% | -38.5% | +29.6% | -7.7% |
| 1Y | +13.3% | -31.0% | +44.3% | +12.8% |
| 3Y | +115.4% | +216.5% | -101.1% | +74.4% |
| All | +115.4% | +216.1% | -100.7% | +74.4% |
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