+606.4%
KTOS vs TCOM
-9.8%
+616.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.4% | -4.9% | +2.5% | -1.5% |
| 30D | -26.8% | -14.4% | -12.4% | -25.0% |
| 3M | -20.6% | -17.7% | -2.9% | -18.2% |
| 6M | -47.5% | -25.1% | -22.4% | -45.0% |
| YTD | -38.5% | -45.7% | +7.2% | -32.4% |
| 1Y | -31.0% | -47.9% | +16.9% | -23.6% |
| 3Y | +216.5% | +8.9% | +207.6% | +196.8% |
| 5Y | +105.7% | +26.9% | +78.8% | +78.2% |
| All | +606.4% | -9.8% | +616.2% | +517.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling