-60.1%
KTOS vs FSLY
+161.0%
-221.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.2% | -12.1% | -12.3% |
| 7D | -12.7% | -22.2% | +9.5% | -11.2% |
| 30D | -14.4% | -19.1% | +4.7% | -13.4% |
| 3M | -30.7% | -15.7% | -15.0% | -30.4% |
| 6M | -41.9% | -23.5% | -18.5% | -41.8% |
| YTD | -52.6% | +106.6% | -159.3% | -52.8% |
| 1Y | -60.1% | +164.3% | -224.4% | -60.0% |
| All | -60.1% | +161.0% | -221.1% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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