-31.0%
KTOS vs FN
+10.7%
-41.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.2% |
| 7D | -2.4% | +1.8% | -4.1% | -2.8% |
| 30D | -26.8% | -27.5% | +0.7% | -21.9% |
| 3M | -20.6% | -28.8% | +8.2% | -16.5% |
| 6M | -47.5% | -20.9% | -26.6% | -47.3% |
| YTD | -38.5% | -8.9% | -29.6% | -43.1% |
| 1Y | -31.0% | +14.5% | -45.5% | -40.0% |
| All | -31.0% | +10.7% | -41.7% | -40.0% |
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