+606.4%
KTOS vs FTI
+305.3%
+301.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.4% | -4.4% | +2.0% | -1.2% |
| 30D | -26.8% | +1.5% | -28.3% | -27.2% |
| 3M | -20.6% | +8.2% | -28.8% | -22.7% |
| 6M | -47.5% | +18.8% | -66.3% | -50.3% |
| YTD | -38.5% | +71.7% | -110.2% | -47.5% |
| 1Y | -31.0% | +90.0% | -121.1% | -42.9% |
| 3Y | +216.5% | +270.5% | -53.9% | +112.5% |
| 5Y | +105.7% | +1,084.5% | -978.9% | -3.9% |
| All | +606.4% | +305.3% | +301.1% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling