+170.0%
KTOS vs TPG
+74.1%
+95.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -2.4% | -9.4% | +7.1% | +1.3% |
| 30D | -26.8% | -5.3% | -21.6% | -25.6% |
| 3M | -20.6% | +12.9% | -33.5% | -24.6% |
| 6M | -47.5% | +20.1% | -67.6% | -51.3% |
| YTD | -38.5% | -22.5% | -16.0% | -33.3% |
| 1Y | -31.0% | -19.7% | -11.3% | -26.4% |
| 3Y | +216.5% | +81.2% | +135.3% | +141.6% |
| All | +170.0% | +74.1% | +95.9% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling