-92.5%
KTOS vs FHN
+55.5%
-148.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | -26.8% | -4.8% | -22.0% | -25.9% |
| 3M | -20.6% | -0.7% | -19.8% | -20.6% |
| 6M | -47.5% | +10.6% | -58.1% | -48.8% |
| YTD | -38.5% | +4.6% | -43.1% | -39.1% |
| 1Y | -31.0% | +11.4% | -42.4% | -32.9% |
| 3Y | +216.5% | +132.3% | +84.3% | +154.0% |
| 5Y | +105.7% | +90.2% | +15.5% | +66.0% |
| 10Y | +615.0% | +127.4% | +487.6% | +427.1% |
| All | -92.5% | +55.5% | -148.0% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling