+502.3%
KTOS vs TMF
-70.4%
+572.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | 0.0% |
| 7D | -2.3% | -4.8% | +2.4% | -3.0% |
| 30D | -26.3% | -4.9% | -21.4% | -26.8% |
| 3M | -14.3% | -13.4% | -0.9% | -16.1% |
| 6M | -47.2% | -23.0% | -24.1% | -49.3% |
| YTD | -38.1% | -20.2% | -17.9% | -40.2% |
| 1Y | -28.4% | -26.5% | -2.0% | -31.7% |
| 3Y | +219.6% | -45.2% | +264.8% | +197.2% |
| 5Y | +107.0% | -88.4% | +195.4% | +42.2% |
| 10Y | +619.4% | -86.5% | +706.0% | +482.9% |
| All | +502.3% | -70.4% | +572.8% | +563.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling