-24.8%
KTOS vs TECK
+108.8%
-133.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -8.0% | -0.3% | -7.7% | -7.9% |
| 30D | -13.6% | +4.6% | -18.2% | -15.6% |
| 3M | -24.6% | +2.8% | -27.4% | -26.2% |
| 6M | -46.3% | +24.9% | -71.2% | -52.0% |
| YTD | -37.0% | +44.7% | -81.7% | -45.1% |
| 1Y | -24.8% | +112.0% | -136.8% | -30.7% |
| All | -24.8% | +108.8% | -133.6% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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