-31.0%
KTOS vs TLN
-23.3%
-7.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | -1.3% | -1.0% | -1.9% |
| 30D | -26.8% | -14.3% | -12.5% | -23.1% |
| 3M | -20.6% | -9.3% | -11.3% | -20.0% |
| 6M | -47.5% | -1.1% | -46.4% | -48.5% |
| YTD | -38.5% | -16.6% | -21.9% | -38.4% |
| 1Y | -31.0% | -22.0% | -9.0% | -26.9% |
| All | -31.0% | -23.3% | -7.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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