-92.5%
KTOS vs TAP
+148.3%
-240.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -2.4% | -3.9% | +1.5% | -1.6% |
| 30D | -26.8% | -5.3% | -21.6% | -26.1% |
| 3M | -20.6% | -3.8% | -16.8% | -20.4% |
| 6M | -47.5% | -11.4% | -36.1% | -46.6% |
| YTD | -38.5% | -13.7% | -24.8% | -37.4% |
| 1Y | -31.0% | -17.2% | -13.8% | -29.5% |
| 3Y | +216.5% | -33.1% | +249.6% | +236.4% |
| 5Y | +105.7% | +0.8% | +104.9% | +95.4% |
| 10Y | +615.0% | -49.8% | +664.8% | +650.2% |
| All | -92.5% | +148.3% | -240.8% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling