-24.8%
KTOS vs TEVA
+93.8%
-118.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -8.0% | -0.2% | -7.8% | -8.0% |
| 30D | -13.6% | +4.7% | -18.3% | -13.5% |
| 3M | -24.6% | +5.6% | -30.2% | -24.1% |
| 6M | -46.3% | +10.5% | -56.8% | -47.0% |
| YTD | -37.0% | +16.5% | -53.5% | -36.3% |
| 1Y | -24.8% | +96.8% | -121.6% | -8.7% |
| All | -24.8% | +93.8% | -118.6% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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