-31.0%
KTOS vs FDS
-27.2%
-3.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -2.4% | -14.0% | +11.6% | -2.5% |
| 30D | -26.8% | -6.2% | -20.6% | -26.9% |
| 3M | -20.6% | +10.2% | -30.7% | -21.2% |
| 6M | -47.5% | +27.4% | -74.9% | -47.3% |
| YTD | -38.5% | -9.3% | -29.2% | -41.9% |
| 1Y | -31.0% | -28.6% | -2.4% | -40.2% |
| All | -31.0% | -27.2% | -3.8% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling