-92.5%
KTOS vs GFI
+1,971.7%
-2,064.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -2.4% | -4.9% | +2.5% | -2.2% |
| 30D | -26.8% | +10.7% | -37.6% | -27.2% |
| 3M | -20.6% | +25.6% | -46.2% | -21.3% |
| 6M | -47.5% | -8.3% | -39.2% | -47.5% |
| YTD | -38.5% | +6.3% | -44.8% | -38.8% |
| 1Y | -31.0% | +22.1% | -53.1% | -31.6% |
| 3Y | +216.5% | +289.2% | -72.6% | +202.7% |
| 5Y | +105.7% | +531.7% | -426.0% | +93.9% |
| 10Y | +615.0% | +1,043.8% | -428.8% | +568.2% |
| All | -92.5% | +1,971.7% | -2,064.1% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 all: compounded portfolio wealth divided by compounded GFI 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…
all analysis · Full analysis span regression · 6 months rolling