+216.5%
KTOS vs TMF
-44.0%
+260.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -2.4% | -5.1% | +2.7% | -1.9% |
| 30D | -26.8% | -4.6% | -22.3% | -26.6% |
| 3M | -20.6% | -16.6% | -4.0% | -19.4% |
| 6M | -47.5% | -19.9% | -27.6% | -46.6% |
| YTD | -38.5% | -20.2% | -18.3% | -37.5% |
| 1Y | -31.0% | -27.7% | -3.3% | -29.6% |
| 3Y | +216.5% | -43.9% | +260.5% | +242.6% |
| All | +216.5% | -44.0% | +260.6% | +242.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling