-0.7%
KTOS vs TECK
+2,084.0%
-2,084.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.4% | -3.8% | +1.5% | -1.7% |
| 30D | -26.8% | +0.7% | -27.6% | -27.0% |
| 3M | -20.6% | +4.6% | -25.2% | -21.3% |
| 6M | -47.5% | +25.1% | -72.6% | -49.7% |
| YTD | -38.5% | +39.2% | -77.7% | -42.2% |
| 1Y | -31.0% | +60.3% | -91.3% | -36.9% |
| 3Y | +216.5% | +62.9% | +153.6% | +181.9% |
| 5Y | +105.7% | +181.5% | -75.8% | +60.9% |
| 10Y | +615.0% | +362.3% | +252.7% | +375.1% |
| All | -0.7% | +2,084.0% | -2,084.6% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling