+97.5%
KTOS vs FND
-63.3%
+160.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.4% | -5.8% | +3.4% | -0.7% |
| 30D | -26.8% | -20.2% | -6.6% | -21.8% |
| 3M | -20.6% | -12.0% | -8.6% | -18.3% |
| 6M | -47.5% | -18.5% | -29.0% | -45.0% |
| YTD | -38.5% | -22.3% | -16.2% | -35.0% |
| 1Y | -31.0% | -47.6% | +16.6% | -18.7% |
| 3Y | +216.5% | -49.8% | +266.3% | +256.0% |
| All | +97.5% | -63.3% | +160.8% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling