-60.1%
KTOS vs FN
-25.7%
-34.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.0% | -6.3% | -11.0% |
| 7D | -12.7% | -7.0% | -5.7% | -11.4% |
| 30D | -14.4% | -24.7% | +10.3% | -9.6% |
| 3M | -30.7% | -35.7% | +5.0% | -25.1% |
| 6M | -41.9% | -52.4% | +10.5% | -34.5% |
| YTD | -52.6% | -25.0% | -27.7% | -54.9% |
| 1Y | -60.1% | -25.7% | -34.5% | -62.4% |
| All | -60.1% | -25.7% | -34.4% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling