-92.5%
KTOS vs AFL
+1,404.0%
-1,496.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.9% |
| 3M | -20.6% | -0.5% | -20.1% | -20.7% |
| 6M | -47.5% | +6.5% | -54.0% | -49.0% |
| YTD | -38.5% | +6.2% | -44.7% | -40.5% |
| 1Y | -31.0% | +8.3% | -39.3% | -33.9% |
| 3Y | +216.5% | +62.5% | +154.0% | +161.6% |
| 5Y | +105.7% | +136.2% | -30.5% | +49.0% |
| 10Y | +615.0% | +301.4% | +313.6% | +332.2% |
| All | -92.5% | +1,404.0% | -1,496.5% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling