-24.8%
KTOS vs FND
-36.4%
+11.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | -8.0% | -5.2% | -2.8% | -6.3% |
| 30D | -13.6% | -19.9% | +6.3% | -6.8% |
| 3M | -24.6% | +2.7% | -27.3% | -26.5% |
| 6M | -46.3% | -21.7% | -24.7% | -42.8% |
| YTD | -37.0% | -17.5% | -19.5% | -35.4% |
| 1Y | -24.8% | -39.3% | +14.5% | -16.3% |
| All | -24.8% | -36.4% | +11.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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