+458.5%
FSLR vs KTOS
+613.9%
-155.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +2.2% | -2.4% | +4.6% | +2.7% |
| 30D | -7.8% | -26.8% | +19.0% | -2.1% |
| 3M | -22.9% | -20.6% | -2.3% | -19.9% |
| 6M | +4.4% | -47.5% | +51.9% | +16.3% |
| YTD | -20.0% | -38.5% | +18.5% | -15.3% |
| 1Y | +2.8% | -31.0% | +33.8% | +5.1% |
| 3Y | +16.5% | +216.5% | -200.0% | -19.0% |
| 5Y | +110.3% | +105.7% | +4.6% | +54.9% |
| All | +458.5% | +613.9% | -155.5% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling