+606.4%
KTOS vs FFIV
+249.4%
+357.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -2.3% |
| 7D | -2.4% | +5.4% | -7.8% | -5.1% |
| 30D | -26.8% | -2.7% | -24.2% | -26.0% |
| 3M | -20.6% | +4.5% | -25.1% | -22.7% |
| 6M | -47.5% | +42.2% | -89.7% | -56.5% |
| YTD | -38.5% | +61.3% | -99.8% | -52.5% |
| 1Y | -31.0% | +23.0% | -54.1% | -39.3% |
| 3Y | +216.5% | +156.3% | +60.3% | +86.2% |
| 5Y | +105.7% | +102.9% | +2.8% | +32.9% |
| All | +606.4% | +249.4% | +357.0% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling