+304.0%
KTOS vs FN
+3,719.8%
-3,415.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -2.2% | +5.8% | -8.0% | -3.5% |
| 30D | -25.1% | -20.6% | -4.5% | -21.5% |
| 3M | -16.8% | -28.6% | +11.8% | -11.5% |
| 6M | -49.5% | -20.7% | -28.7% | -48.5% |
| YTD | -38.4% | -8.1% | -30.3% | -40.2% |
| 1Y | -27.6% | +13.3% | -40.9% | -33.3% |
| 3Y | +218.0% | +175.7% | +42.3% | +123.0% |
| 5Y | +100.1% | +297.4% | -197.3% | +24.0% |
| 10Y | +615.8% | +950.9% | -335.2% | +242.9% |
| All | +304.0% | +3,719.8% | -3,415.8% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling