-92.5%
KTOS vs FDS
+1,327.3%
-1,419.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -2.4% | -14.0% | +11.6% | +3.2% |
| 30D | -26.8% | -6.2% | -20.6% | -25.4% |
| 3M | -20.6% | +10.2% | -30.7% | -24.9% |
| 6M | -47.5% | +27.4% | -74.9% | -53.7% |
| YTD | -38.5% | -9.3% | -29.2% | -38.9% |
| 1Y | -31.0% | -28.6% | -2.4% | -25.6% |
| 3Y | +216.5% | -36.8% | +253.4% | +253.7% |
| 5Y | +105.7% | -28.6% | +134.3% | +116.5% |
| 10Y | +615.0% | +64.1% | +550.9% | +428.4% |
| All | -92.5% | +1,327.3% | -1,419.8% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling