+209.3%
FXI vs KTOS
-38.1%
+247.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -3.9% | -2.4% | -1.5% | -3.6% |
| 30D | -2.1% | -26.8% | +24.7% | +1.6% |
| 3M | -0.5% | -20.6% | +20.1% | +1.8% |
| 6M | -4.5% | -47.5% | +43.0% | +1.9% |
| YTD | -9.2% | -38.5% | +29.2% | -6.1% |
| 1Y | -13.8% | -31.0% | +17.2% | -12.8% |
| 3Y | +36.6% | +216.5% | -180.0% | +9.9% |
| 5Y | -6.7% | +105.7% | -112.4% | -22.5% |
| 10Y | +14.8% | +615.0% | -600.2% | -23.9% |
| All | +209.3% | -38.1% | +247.4% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling