-49.8%
KTOS vs FRMI
-78.1%
+28.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -0.9% |
| 7D | -2.4% | +7.4% | -9.8% | -3.5% |
| 30D | -26.8% | -27.6% | +0.8% | -23.5% |
| 3M | -20.6% | -20.9% | +0.3% | -19.9% |
| 6M | -47.5% | -36.6% | -10.9% | -46.4% |
| YTD | -38.5% | -31.3% | -7.2% | -38.8% |
| All | -49.8% | -78.1% | +28.3% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling