-56.9%
KTOS vs TNA
+18.5%
-75.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -13.6% | +6.5% | +1.2% |
| 7D | -23.4% | -14.0% | -9.4% | -16.6% |
| 30D | -23.6% | -12.5% | -11.1% | -17.9% |
| 3M | -39.7% | -28.8% | -10.8% | -26.0% |
| 6M | -43.7% | -18.4% | -25.3% | -37.7% |
| YTD | -56.0% | +15.1% | -71.1% | -63.5% |
| 1Y | -56.9% | +14.7% | -71.6% | -64.2% |
| All | -56.9% | +18.5% | -75.4% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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