-31.0%
KTOS vs TECK
+66.9%
-97.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -2.4% | -3.8% | +1.5% | -0.7% |
| 30D | -26.8% | +0.7% | -27.6% | -27.5% |
| 3M | -20.6% | +4.6% | -25.2% | -23.1% |
| 6M | -47.5% | +25.1% | -72.6% | -53.3% |
| YTD | -38.5% | +39.2% | -77.7% | -46.2% |
| 1Y | -31.0% | +60.3% | -91.3% | -39.5% |
| All | -31.0% | +66.9% | -97.9% | -39.5% |
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