-24.8%
KTOS vs FE
+11.4%
-36.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -8.0% | +1.9% | -10.0% | -8.0% |
| 30D | -13.6% | -1.2% | -12.4% | -13.5% |
| 3M | -24.6% | +3.5% | -28.1% | -24.9% |
| 6M | -46.3% | -6.1% | -40.3% | -46.2% |
| YTD | -37.0% | +7.6% | -44.6% | -40.4% |
| 1Y | -24.8% | +11.9% | -36.7% | -24.6% |
| All | -24.8% | +11.4% | -36.2% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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