-24.8%
KTOS vs TD
+64.8%
-89.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +1.1% |
| 7D | -8.0% | +0.3% | -8.4% | -8.5% |
| 30D | -13.6% | +0.4% | -14.0% | -14.1% |
| 3M | -24.6% | +7.6% | -32.2% | -32.7% |
| 6M | -46.3% | +25.0% | -71.3% | -60.8% |
| YTD | -37.0% | +31.0% | -68.0% | -55.9% |
| 1Y | -24.8% | +65.2% | -90.0% | -54.6% |
| All | -24.8% | +64.8% | -89.6% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling