-47.5%
KTOS vs TRMB
-16.3%
-31.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.2% |
| 7D | -2.4% | -3.0% | +0.7% | -1.2% |
| 30D | -26.8% | +2.3% | -29.2% | -27.7% |
| 3M | -20.6% | +15.3% | -35.9% | -27.5% |
| 6M | -47.5% | -14.7% | -32.8% | -39.5% |
| All | -47.5% | -16.3% | -31.2% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling