-31.0%
KTOS vs TRI
-40.4%
+9.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | -2.4% | -7.9% | +5.5% | -2.6% |
| 30D | -26.8% | -4.5% | -22.3% | -26.9% |
| 3M | -20.6% | +22.1% | -42.7% | -21.6% |
| 6M | -47.5% | -2.8% | -44.7% | -48.6% |
| YTD | -38.5% | -23.4% | -15.1% | -39.8% |
| 1Y | -31.0% | -41.5% | +10.5% | -38.0% |
| All | -31.0% | -40.4% | +9.4% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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