-92.5%
KTOS vs TKO
+1,916.9%
-2,009.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | +2.3% | -4.7% | -2.9% |
| 30D | -26.8% | -2.5% | -24.4% | -26.5% |
| 3M | -20.6% | -10.6% | -10.0% | -18.7% |
| 6M | -47.5% | -5.1% | -42.4% | -47.0% |
| YTD | -38.5% | -8.2% | -30.3% | -37.6% |
| 1Y | -31.0% | -4.4% | -26.6% | -30.7% |
| 3Y | +216.5% | +100.4% | +116.2% | +162.6% |
| 5Y | +105.7% | +294.3% | -188.6% | +43.2% |
| 10Y | +615.0% | +983.2% | -368.2% | +281.4% |
| All | -92.5% | +1,916.9% | -2,009.3% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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