+42.5%
FTNT vs KTOS
-59.5%
+101.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.1% | +1.8% | -5.0% |
| 7D | -11.9% | -23.4% | +11.5% | -11.0% |
| 30D | -35.9% | -23.6% | -12.3% | -35.2% |
| 3M | -25.4% | -39.7% | +14.3% | -23.7% |
| 6M | +36.2% | -43.7% | +79.9% | +38.9% |
| YTD | +54.3% | -56.0% | +110.3% | +51.0% |
| 1Y | +42.5% | -56.9% | +99.3% | +39.2% |
| All | +42.5% | -59.5% | +101.9% | +39.2% |
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