+97.5%
KTOS vs TNA
-23.3%
+120.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.4% | -7.3% | +4.9% | +0.4% |
| 30D | -26.8% | -14.2% | -12.7% | -22.5% |
| 3M | -20.6% | -4.6% | -16.0% | -19.4% |
| 6M | -47.5% | +36.9% | -84.4% | -53.5% |
| YTD | -38.5% | +42.5% | -81.0% | -46.2% |
| 1Y | -31.0% | +45.8% | -76.8% | -40.4% |
| 3Y | +216.5% | +104.7% | +111.9% | +117.2% |
| All | +97.5% | -23.3% | +120.8% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling