-92.4%
KTOS vs FE
+502.9%
-595.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.3% | -1.7% | -0.6% | -2.0% |
| 30D | -26.3% | -1.3% | -25.0% | -26.1% |
| 3M | -14.3% | +0.6% | -14.9% | -14.6% |
| 6M | -47.2% | -6.8% | -40.3% | -46.5% |
| YTD | -38.1% | +6.4% | -44.5% | -39.2% |
| 1Y | -28.4% | +11.3% | -39.7% | -30.4% |
| 3Y | +219.6% | +47.1% | +172.5% | +189.0% |
| 5Y | +107.0% | +50.4% | +56.6% | +86.8% |
| 10Y | +619.4% | +114.7% | +504.8% | +509.0% |
| All | -92.4% | +502.9% | -595.4% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling