+606.4%
KTOS vs AFL
+303.3%
+303.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -2.4% | -1.6% | -0.7% | -1.5% |
| 30D | -26.8% | -4.0% | -22.8% | -25.4% |
| 3M | -20.6% | -0.5% | -20.1% | -20.9% |
| 6M | -47.5% | +6.5% | -54.0% | -49.9% |
| YTD | -38.5% | +6.2% | -44.7% | -41.7% |
| 1Y | -31.0% | +8.3% | -39.3% | -35.7% |
| 3Y | +216.5% | +62.5% | +154.0% | +129.2% |
| 5Y | +105.7% | +136.2% | -30.5% | +17.7% |
| All | +606.4% | +303.3% | +303.1% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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