+328.0%
KTOS vs TRGP
+2,232.9%
-1,904.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.4% | +0.1% | -2.4% | -2.4% |
| 30D | -26.8% | +8.0% | -34.9% | -28.3% |
| 3M | -20.6% | +8.3% | -28.8% | -22.6% |
| 6M | -47.5% | +23.9% | -71.4% | -50.8% |
| YTD | -38.5% | +59.6% | -98.1% | -46.1% |
| 1Y | -31.0% | +79.4% | -110.4% | -41.6% |
| 3Y | +216.5% | +269.4% | -52.9% | +121.0% |
| 5Y | +105.7% | +641.6% | -536.0% | +20.7% |
| 10Y | +615.0% | +845.2% | -230.2% | +247.4% |
| All | +328.0% | +2,232.9% | -1,904.9% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling