-24.8%
KTOS vs TMF
-15.2%
-9.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -8.0% | -1.4% | -6.6% | -7.6% |
| 30D | -13.6% | -2.8% | -10.8% | -12.7% |
| 3M | -24.6% | -10.9% | -13.7% | -21.9% |
| 6M | -46.3% | -21.3% | -25.0% | -43.6% |
| YTD | -37.0% | -15.9% | -21.1% | -34.0% |
| 1Y | -24.8% | -15.7% | -9.1% | -18.2% |
| All | -24.8% | -15.2% | -9.6% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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