+705.8%
KTOS vs FIVE
+826.2%
-120.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.2% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -26.3% | +3.0% | -29.3% | -27.1% |
| 3M | -14.3% | +23.2% | -37.5% | -19.5% |
| 6M | -47.2% | +9.2% | -56.3% | -49.0% |
| YTD | -38.1% | +28.1% | -66.2% | -42.9% |
| 1Y | -28.4% | +65.3% | -93.7% | -38.6% |
| 3Y | +219.6% | +49.4% | +170.2% | +162.6% |
| 5Y | +107.0% | +29.5% | +77.4% | +70.8% |
| 10Y | +619.4% | +483.5% | +135.9% | +281.4% |
| All | +705.8% | +826.2% | -120.4% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling