-24.8%
KTOS vs FN
+17.1%
-41.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.3% |
| 7D | -8.0% | -1.7% | -6.4% | -7.7% |
| 30D | -13.6% | -22.0% | +8.4% | -9.5% |
| 3M | -24.6% | -43.0% | +18.4% | -16.9% |
| 6M | -46.3% | -27.7% | -18.6% | -45.0% |
| YTD | -37.0% | -10.5% | -26.5% | -41.3% |
| 1Y | -24.8% | +12.5% | -37.3% | -33.4% |
| All | -24.8% | +17.1% | -41.9% | -33.4% |
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