+2,072.5%
FTNT vs KTOS
+613.9%
+1,458.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | -0.1% | -2.4% | +2.2% | +0.3% |
| 30D | -3.0% | -26.8% | +23.9% | +2.8% |
| 3M | +7.6% | -20.6% | +28.2% | +11.4% |
| 6M | +87.0% | -47.5% | +134.4% | +106.9% |
| YTD | +96.5% | -38.5% | +135.0% | +105.5% |
| 1Y | +92.9% | -31.0% | +123.9% | +94.0% |
| 3Y | +139.8% | +216.5% | -76.7% | +65.2% |
| 5Y | +151.3% | +105.7% | +45.6% | +81.2% |
| All | +2,072.5% | +613.9% | +1,458.6% | +1,109.2% |
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 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