If you play on a laptop like i do (Alienware with a 980m gpu), try going into your steamapps folder, right click on the 40k executable and run with your high performance gpu (if you have one). My issue was that the game was always defaulting to my internal gpu on the mobo and I got shit framerate. As soon as I forced the game to run with the Nvidia card, I was good to go.

I had to disable my on-board gpu on my desktop. Also made sure I wasn't in compatibility mode. Running it as administrator from a shortcut on my desktop. One of these did the trick for me.