-31.0%
KTOS vs USFR
+4.1%
-35.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | +1.4% |
| 7D | -2.4% | +0.1% | -2.5% | +1.2% |
| 30D | -26.8% | +0.4% | -27.2% | -19.0% |
| 3M | -20.6% | +1.0% | -21.6% | +9.0% |
| 6M | -47.5% | +2.0% | -49.5% | -8.4% |
| YTD | -38.5% | +2.8% | -41.2% | +15.8% |
| 1Y | -31.0% | +4.1% | -35.1% | +74.4% |
| All | -31.0% | +4.1% | -35.1% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling