+216.5%
KTOS vs FIVE
+50.7%
+165.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -2.4% | -3.0% | +0.7% | -1.8% |
| 30D | -26.8% | +2.7% | -29.5% | -27.3% |
| 3M | -20.6% | +21.1% | -41.7% | -23.4% |
| 6M | -47.5% | +11.9% | -59.4% | -48.8% |
| YTD | -38.5% | +29.9% | -68.4% | -41.4% |
| 1Y | -31.0% | +67.8% | -98.8% | -36.6% |
| 3Y | +216.5% | +52.8% | +163.8% | +182.4% |
| All | +216.5% | +50.7% | +165.8% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling