+68.2%
KTOS vs AFRM
-21.4%
+89.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.5% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -26.8% | -2.7% | -24.2% | -26.7% |
| 3M | -20.6% | +7.4% | -28.0% | -21.8% |
| 6M | -47.5% | +40.7% | -88.1% | -50.6% |
| YTD | -38.5% | -4.0% | -34.5% | -38.7% |
| 1Y | -31.0% | -12.2% | -18.8% | -30.6% |
| 3Y | +216.5% | +203.1% | +13.4% | +141.8% |
| 5Y | +105.7% | -42.2% | +147.9% | +61.6% |
| All | +68.2% | -21.4% | +89.6% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling