-24.8%
KTOS vs TRGP
+80.7%
-105.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.8% |
| 7D | -8.0% | +0.8% | -8.8% | -7.9% |
| 30D | -13.6% | +11.5% | -25.1% | -11.8% |
| 3M | -24.6% | +9.0% | -33.6% | -23.2% |
| 6M | -46.3% | +20.5% | -66.8% | -45.3% |
| YTD | -37.0% | +59.5% | -96.5% | -36.4% |
| 1Y | -24.8% | +77.9% | -102.7% | -18.7% |
| All | -24.8% | +80.7% | -105.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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