-31.0%
KTOS vs TMF
-26.8%
-4.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -2.4% | -5.1% | +2.7% | -0.7% |
| 30D | -26.8% | -4.6% | -22.3% | -25.7% |
| 3M | -20.6% | -16.6% | -4.0% | -15.9% |
| 6M | -47.5% | -19.9% | -27.6% | -44.0% |
| YTD | -38.5% | -20.2% | -18.3% | -34.4% |
| 1Y | -31.0% | -27.7% | -3.3% | -23.3% |
| All | -31.0% | -26.8% | -4.2% | -23.3% |
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