-31.0%
KTOS vs FIGR
-3.1%
-27.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.6% |
| 7D | -2.4% | -3.0% | +0.7% | -1.7% |
| 30D | -26.8% | +13.7% | -40.5% | -30.1% |
| 3M | -20.6% | +23.9% | -44.4% | -26.4% |
| 6M | -47.5% | -8.4% | -39.1% | -48.1% |
| YTD | -38.5% | -14.6% | -23.9% | -40.8% |
| 1Y | -31.0% | +12.1% | -43.1% | -37.2% |
| All | -31.0% | -3.1% | -27.9% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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