-24.8%
KTOS vs TRU
-7.3%
-17.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.4% | +0.7% |
| 7D | -8.0% | -6.8% | -1.3% | -6.7% |
| 30D | -13.6% | 0.0% | -13.6% | -13.8% |
| 3M | -24.6% | +13.3% | -37.9% | -28.0% |
| 6M | -46.3% | +3.4% | -49.8% | -48.0% |
| YTD | -37.0% | -6.4% | -30.6% | -37.4% |
| 1Y | -24.8% | -9.7% | -15.1% | -25.8% |
| All | -24.8% | -7.3% | -17.5% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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