+216.5%
KTOS vs TAP
-32.3%
+248.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.5% |
| 7D | -2.4% | -3.9% | +1.5% | -2.7% |
| 30D | -26.8% | -5.3% | -21.6% | -27.1% |
| 3M | -20.6% | -3.8% | -16.8% | -20.6% |
| 6M | -47.5% | -11.4% | -36.1% | -47.5% |
| YTD | -38.5% | -13.7% | -24.8% | -39.1% |
| 1Y | -31.0% | -17.2% | -13.8% | -31.2% |
| 3Y | +216.5% | -33.1% | +249.6% | +233.1% |
| All | +216.5% | -32.3% | +248.8% | +233.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling