+97.5%
KTOS vs TECH
-43.3%
+140.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -0.4% | -1.9% | -2.2% |
| 30D | -26.8% | 0.0% | -26.8% | -26.8% |
| 3M | -20.6% | +33.7% | -54.2% | -29.3% |
| 6M | -47.5% | +34.9% | -82.4% | -54.3% |
| YTD | -38.5% | +23.2% | -61.7% | -44.8% |
| 1Y | -31.0% | +36.3% | -67.3% | -40.7% |
| 3Y | +216.5% | +2.3% | +214.3% | +191.1% |
| All | +97.5% | -43.3% | +140.8% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling