-47.5%
KTOS vs TPG
+15.9%
-63.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.5% |
| 7D | -2.4% | -9.4% | +7.1% | +2.7% |
| 30D | -26.8% | -5.3% | -21.6% | -25.3% |
| 3M | -20.6% | +12.9% | -33.5% | -27.5% |
| 6M | -47.5% | +20.1% | -67.6% | -53.2% |
| All | -47.5% | +15.9% | -63.4% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 6mo: compounded portfolio wealth divided by compounded TPG 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…
6mo analysis · Full analysis span regression · 6 months rolling