-16.8%
KTOS vs AFRM
+3.4%
-20.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.4% | -1.5% |
| 7D | -2.2% | -8.0% | +5.8% | +0.2% |
| 30D | -25.1% | -9.8% | -15.3% | -22.7% |
| 3M | -16.8% | +4.7% | -21.5% | -16.2% |
| All | -16.8% | +3.4% | -20.2% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 3mo: compounded portfolio wealth divided by compounded AFRM 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…
3mo analysis · Full analysis span regression · Available span rolling