-92.5%
KTOS vs TEVA
+680.2%
-772.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -1.1% |
| 7D | -2.4% | +2.0% | -4.4% | -2.8% |
| 30D | -26.8% | +1.0% | -27.8% | -27.0% |
| 3M | -20.6% | +7.3% | -27.9% | -22.2% |
| 6M | -47.5% | +21.7% | -69.2% | -50.1% |
| YTD | -38.5% | +18.8% | -57.3% | -41.3% |
| 1Y | -31.0% | +86.5% | -117.5% | -41.3% |
| 3Y | +216.5% | +269.4% | -52.9% | +119.9% |
| 5Y | +105.7% | +303.6% | -197.9% | +35.3% |
| 10Y | +615.0% | -22.9% | +637.9% | +537.4% |
| All | -92.5% | +680.2% | -772.7% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling