+97.5%
KTOS vs AFL
+133.8%
-36.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -2.4% | -1.6% | -0.7% | -1.8% |
| 30D | -26.8% | -4.0% | -22.8% | -25.8% |
| 3M | -20.6% | -0.5% | -20.1% | -20.9% |
| 6M | -47.5% | +6.5% | -54.0% | -49.5% |
| YTD | -38.5% | +6.2% | -44.7% | -41.2% |
| 1Y | -31.0% | +8.3% | -39.3% | -35.1% |
| 3Y | +216.5% | +62.5% | +154.0% | +134.1% |
| All | +97.5% | +133.8% | -36.3% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling