-62.1%
KTOS vs TCOM
+2,557.8%
-2,620.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.4% | -4.9% | +2.5% | -1.6% |
| 30D | -26.8% | -14.4% | -12.4% | -25.1% |
| 3M | -20.6% | -17.7% | -2.9% | -18.3% |
| 6M | -47.5% | -25.1% | -22.4% | -45.2% |
| YTD | -38.5% | -45.7% | +7.2% | -32.8% |
| 1Y | -31.0% | -47.9% | +16.9% | -24.1% |
| 3Y | +216.5% | +8.9% | +207.6% | +200.1% |
| 5Y | +105.7% | +26.9% | +78.8% | +81.2% |
| 10Y | +615.0% | -11.2% | +626.2% | +536.2% |
| All | -62.1% | +2,557.8% | -2,620.0% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling