+104.5%
FTNT vs KTOS
-25.6%
+130.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -5.8% | -8.0% | +2.2% | -5.5% |
| 30D | -4.8% | -13.6% | +8.8% | -4.2% |
| 3M | +4.4% | -24.6% | +29.0% | +5.3% |
| 6M | +88.8% | -46.3% | +135.1% | +93.6% |
| YTD | +96.8% | -37.0% | +133.8% | +94.6% |
| 1Y | +104.5% | -24.8% | +129.3% | +113.1% |
| All | +104.5% | -25.6% | +130.1% | +113.1% |
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