+216.5%
KTOS vs AFRM
+209.4%
+7.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -26.8% | -2.7% | -24.2% | -26.6% |
| 3M | -20.6% | +7.4% | -28.0% | -21.9% |
| 6M | -47.5% | +40.7% | -88.1% | -50.8% |
| YTD | -38.5% | -4.0% | -34.5% | -39.0% |
| 1Y | -31.0% | -12.2% | -18.8% | -31.1% |
| 3Y | +216.5% | +203.1% | +13.4% | +160.4% |
| All | +216.5% | +209.4% | +7.1% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling