+177.2%
KTOS vs FGI
-69.1%
+246.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.1% |
| 7D | -2.2% | +14.7% | -16.9% | -2.6% |
| 30D | -25.1% | +67.0% | -92.1% | -27.6% |
| 3M | -16.8% | +31.0% | -47.8% | -19.0% |
| 6M | -49.5% | +126.8% | -176.3% | -53.4% |
| YTD | -38.4% | +35.6% | -74.0% | -41.7% |
| 1Y | -27.6% | +108.9% | -136.5% | -35.3% |
| 3Y | +218.0% | -0.3% | +218.2% | +188.3% |
| All | +177.2% | -69.1% | +246.3% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling