+606.4%
KTOS vs FIVN
+118.5%
+487.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -2.4% | -7.8% | +5.5% | -0.9% |
| 30D | -26.8% | -1.7% | -25.1% | -26.8% |
| 3M | -20.6% | +47.2% | -67.8% | -27.2% |
| 6M | -47.5% | +82.7% | -130.2% | -54.7% |
| YTD | -38.5% | +52.9% | -91.4% | -45.6% |
| 1Y | -31.0% | +17.5% | -48.5% | -35.7% |
| 3Y | +216.5% | -55.8% | +272.4% | +249.9% |
| 5Y | +105.7% | -82.3% | +188.0% | +160.0% |
| All | +606.4% | +118.5% | +487.8% | +491.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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