+97.5%
KTOS vs TEVA
+300.5%
-203.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -0.9% |
| 7D | -2.4% | +2.0% | -4.4% | -2.7% |
| 30D | -26.8% | +1.0% | -27.8% | -27.0% |
| 3M | -20.6% | +7.3% | -27.9% | -21.6% |
| 6M | -47.5% | +21.7% | -69.2% | -49.3% |
| YTD | -38.5% | +18.8% | -57.3% | -40.4% |
| 1Y | -31.0% | +86.5% | -117.5% | -38.1% |
| 3Y | +216.5% | +269.4% | -52.9% | +135.6% |
| All | +97.5% | +300.5% | -203.0% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling