-52.4%
KTOS vs TEVA
+78.5%
-130.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.5% | +7.1% |
| 7D | -6.3% | +5.6% | -11.9% | -7.8% |
| 30D | -11.0% | +4.5% | -15.6% | -12.2% |
| 3M | -38.0% | +21.5% | -59.5% | -41.1% |
| 6M | -34.9% | +20.3% | -55.2% | -37.6% |
| YTD | -50.3% | +37.7% | -88.0% | -55.1% |
| All | -52.4% | +78.5% | -130.9% | -63.8% |
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