+808.4%
KTOS vs FCUV
-95.7%
+904.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.6% |
| 7D | -2.4% | -66.5% | +64.1% | -2.2% |
| 30D | -26.8% | +5.0% | -31.8% | -27.0% |
| 3M | -20.6% | +63.8% | -84.4% | -21.7% |
| 6M | -47.5% | -67.8% | +20.3% | -48.1% |
| YTD | -38.5% | -82.4% | +43.9% | -39.1% |
| 1Y | -31.0% | -94.7% | +63.7% | -31.6% |
| 3Y | +216.5% | -99.3% | +315.8% | +213.3% |
| 5Y | +105.7% | -99.9% | +205.5% | +103.6% |
| 10Y | +615.0% | -98.6% | +713.6% | +610.5% |
| All | +808.4% | -95.7% | +904.1% | +800.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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