-22.6%
FPS vs KTOS
-59.4%
+36.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -12.3% | -5.0% | -11.3% |
| 7D | -23.3% | -12.7% | -10.7% | -17.6% |
| 30D | -42.4% | -14.4% | -28.0% | -37.4% |
| 3M | -43.0% | -30.7% | -12.4% | -32.8% |
| 6M | -44.5% | -41.9% | -2.5% | -30.8% |
| All | -22.6% | -59.4% | +36.7% | +10.2% |
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