+606.4%
KTOS vs USFR
+28.1%
+578.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.2% |
| 30D | -26.8% | +0.4% | -27.2% | -26.6% |
| 3M | -20.6% | +1.0% | -21.6% | -19.9% |
| 6M | -47.5% | +2.0% | -49.5% | -46.7% |
| YTD | -38.5% | +2.8% | -41.2% | -37.3% |
| 1Y | -31.0% | +4.1% | -35.1% | -29.2% |
| 3Y | +216.5% | +14.1% | +202.4% | +254.4% |
| 5Y | +105.7% | +20.6% | +85.1% | +147.4% |
| All | +606.4% | +28.1% | +578.2% | +901.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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