-92.5%
KTOS vs TD
+2,836.2%
-2,928.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -2.4% | -0.5% | -1.8% | -2.0% |
| 30D | -26.8% | -1.9% | -24.9% | -25.9% |
| 3M | -20.6% | +4.8% | -25.3% | -22.9% |
| 6M | -47.5% | +28.0% | -75.5% | -54.7% |
| YTD | -38.5% | +30.3% | -68.8% | -47.4% |
| 1Y | -31.0% | +59.8% | -90.8% | -47.9% |
| 3Y | +216.5% | +124.7% | +91.8% | +91.4% |
| 5Y | +105.7% | +127.0% | -21.3% | +22.7% |
| 10Y | +615.0% | +303.2% | +311.8% | +202.6% |
| All | -92.5% | +2,836.2% | -2,928.7% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling