-60.1%
KTOS vs TAP
+4.4%
-64.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.0% | -15.3% | -10.9% |
| 7D | -12.7% | +9.9% | -22.6% | -8.6% |
| 30D | -14.4% | +18.1% | -32.5% | -7.7% |
| 3M | -30.7% | +3.2% | -33.9% | -29.5% |
| 6M | -41.9% | +8.4% | -50.4% | -38.7% |
| YTD | -52.6% | -4.4% | -48.2% | -54.5% |
| 1Y | -60.1% | +3.2% | -63.4% | -61.9% |
| All | -60.1% | +4.4% | -64.5% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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