-56.9%
KTOS vs FRMI
-94.4%
+37.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -15.9% | +8.8% | -4.4% |
| 7D | -23.4% | -46.5% | +23.1% | -15.2% |
| 30D | -23.6% | -63.8% | +40.2% | -10.5% |
| 3M | -39.7% | -75.3% | +35.6% | -25.4% |
| 6M | -43.7% | -69.0% | +25.3% | -35.8% |
| YTD | -56.0% | -80.9% | +24.9% | -47.0% |
| 1Y | -56.9% | -94.2% | +37.3% | -34.1% |
| All | -56.9% | -94.4% | +37.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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