-9.9%
KTOS vs TRI
+509.5%
-519.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | -2.4% | -7.9% | +5.5% | +0.6% |
| 30D | -26.8% | -4.5% | -22.3% | -26.1% |
| 3M | -20.6% | +22.1% | -42.7% | -28.9% |
| 6M | -47.5% | -2.8% | -44.7% | -48.9% |
| YTD | -38.5% | -23.4% | -15.1% | -35.0% |
| 1Y | -31.0% | -41.5% | +10.5% | -18.3% |
| 3Y | +216.5% | -19.2% | +235.7% | +217.0% |
| 5Y | +105.7% | -9.4% | +115.1% | +93.3% |
| 10Y | +615.0% | +195.6% | +419.4% | +293.8% |
| All | -9.9% | +509.5% | -519.3% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling