-60.1%
KTOS vs FHN
+14.6%
-74.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.7% | -13.9% | -13.4% |
| 7D | -12.7% | +2.3% | -14.9% | -14.2% |
| 30D | -14.4% | +1.6% | -16.0% | -15.5% |
| 3M | -30.7% | -8.4% | -22.3% | -26.3% |
| 6M | -41.9% | -2.3% | -39.7% | -41.9% |
| YTD | -52.6% | +1.5% | -54.1% | -53.1% |
| 1Y | -60.1% | +15.0% | -75.2% | -64.0% |
| All | -60.1% | +14.6% | -74.7% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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