+1,015.9%
KTOS vs USFD
+296.1%
+719.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -2.3% | -8.0% | +5.7% | +0.4% |
| 30D | -26.3% | -13.1% | -13.2% | -22.7% |
| 3M | -14.3% | +6.5% | -20.8% | -16.5% |
| 6M | -47.2% | +5.7% | -52.9% | -48.7% |
| YTD | -38.1% | +27.5% | -65.6% | -43.9% |
| 1Y | -28.4% | +23.4% | -51.9% | -34.5% |
| 3Y | +219.6% | +146.4% | +73.2% | +130.0% |
| 5Y | +107.0% | +196.8% | -89.8% | +37.8% |
| 10Y | +619.4% | +309.8% | +309.6% | +319.4% |
| All | +1,015.9% | +296.1% | +719.8% | +566.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling