-24.8%
KTOS vs TRMB
-24.7%
-0.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | -8.0% | -2.5% | -5.5% | -6.9% |
| 30D | -13.6% | +1.5% | -15.1% | -14.4% |
| 3M | -24.6% | +6.8% | -31.3% | -27.0% |
| 6M | -46.3% | -14.9% | -31.4% | -40.4% |
| YTD | -37.0% | -24.1% | -12.9% | -25.2% |
| 1Y | -24.8% | -25.4% | +0.6% | -8.7% |
| All | -24.8% | -24.7% | -0.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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