+606.4%
KTOS vs FIVE
+491.7%
+114.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -2.4% | -3.0% | +0.7% | -1.5% |
| 30D | -26.8% | +2.7% | -29.5% | -27.7% |
| 3M | -20.6% | +21.1% | -41.7% | -25.5% |
| 6M | -47.5% | +11.9% | -59.4% | -49.9% |
| YTD | -38.5% | +29.9% | -68.4% | -44.0% |
| 1Y | -31.0% | +67.8% | -98.8% | -41.9% |
| 3Y | +216.5% | +52.8% | +163.8% | +154.5% |
| 5Y | +105.7% | +31.3% | +74.4% | +66.2% |
| All | +606.4% | +491.7% | +114.7% | +234.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling