+216.5%
KTOS vs USFD
+143.8%
+72.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -2.4% | -8.4% | +6.0% | +0.8% |
| 30D | -26.8% | -14.1% | -12.8% | -22.7% |
| 3M | -20.6% | +4.5% | -25.1% | -22.3% |
| 6M | -47.5% | +4.4% | -51.9% | -48.7% |
| YTD | -38.5% | +26.6% | -65.1% | -46.3% |
| 1Y | -31.0% | +19.4% | -50.4% | -38.2% |
| 3Y | +216.5% | +144.6% | +72.0% | +102.2% |
| All | +216.5% | +143.8% | +72.8% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 3y: compounded portfolio wealth divided by compounded USFD 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…
3y analysis · Full analysis span regression · 6 months rolling