-47.5%
KTOS vs FFIV
+43.9%
-91.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -2.0% |
| 7D | -2.4% | +5.4% | -7.8% | -4.7% |
| 30D | -26.8% | -2.7% | -24.2% | -26.2% |
| 3M | -20.6% | +4.5% | -25.1% | -22.6% |
| 6M | -47.5% | +42.2% | -89.7% | -56.8% |
| All | -47.5% | +43.9% | -91.4% | -56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling