-31.0%
KTOS vs FGI
+118.1%
-149.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -2.4% | +12.1% | -14.5% | -2.6% |
| 30D | -26.8% | +75.7% | -102.5% | -28.9% |
| 3M | -20.6% | +31.7% | -52.3% | -22.1% |
| 6M | -47.5% | +111.5% | -158.9% | -51.2% |
| YTD | -38.5% | +45.8% | -84.3% | -41.5% |
| 1Y | -31.0% | +112.5% | -143.5% | -38.0% |
| All | -31.0% | +118.1% | -149.1% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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