+115.7%
KTOS vs FLNC
-70.4%
+186.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.9% |
| 7D | -2.4% | -4.1% | +1.7% | -1.9% |
| 30D | -26.8% | -24.8% | -2.1% | -24.1% |
| 3M | -20.6% | -59.1% | +38.5% | -11.5% |
| 6M | -47.5% | -42.0% | -5.5% | -46.0% |
| YTD | -38.5% | -49.8% | +11.3% | -36.2% |
| 1Y | -31.0% | +43.1% | -74.1% | -39.7% |
| 3Y | +216.5% | -61.0% | +277.5% | +198.7% |
| All | +115.7% | -70.4% | +186.0% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 5y: compounded portfolio wealth divided by compounded FLNC 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…
5y analysis · Full analysis span regression · 6 months rolling