+216.5%
KTOS vs TLN
+471.2%
-254.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | -1.3% | -1.0% | -2.0% |
| 30D | -26.8% | -14.3% | -12.5% | -24.0% |
| 3M | -20.6% | -9.3% | -11.3% | -19.6% |
| 6M | -47.5% | -1.1% | -46.4% | -47.9% |
| YTD | -38.5% | -16.6% | -21.9% | -37.2% |
| 1Y | -31.0% | -22.0% | -9.0% | -28.5% |
| 3Y | +216.5% | +470.2% | -253.6% | +160.0% |
| All | +216.5% | +471.2% | -254.7% | +160.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling