-86.7%
KTOS vs FLR
+579.2%
-666.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -2.4% | -3.5% | +1.1% | -1.5% |
| 30D | -26.8% | +4.2% | -31.0% | -27.6% |
| 3M | -20.6% | +8.1% | -28.6% | -22.5% |
| 6M | -47.5% | +21.5% | -69.0% | -50.5% |
| YTD | -38.5% | +36.8% | -75.3% | -43.6% |
| 1Y | -31.0% | +31.2% | -62.2% | -36.1% |
| 3Y | +216.5% | +53.9% | +162.7% | +170.9% |
| 5Y | +105.7% | +243.0% | -137.4% | +42.9% |
| 10Y | +615.0% | +18.8% | +596.2% | +452.3% |
| All | -86.7% | +579.2% | -666.0% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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