+216.5%
KTOS vs TCOM
+8.0%
+208.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.4% | -4.9% | +2.5% | -1.9% |
| 30D | -26.8% | -14.4% | -12.4% | -25.7% |
| 3M | -20.6% | -17.7% | -2.9% | -19.2% |
| 6M | -47.5% | -25.1% | -22.4% | -46.0% |
| YTD | -38.5% | -45.7% | +7.2% | -35.2% |
| 1Y | -31.0% | -47.9% | +16.9% | -27.1% |
| 3Y | +216.5% | +8.9% | +207.6% | +215.4% |
| All | +216.5% | +8.0% | +208.5% | +215.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling