+97.5%
KTOS vs TRU
-35.6%
+133.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.4% | -2.7% | +0.4% | -1.5% |
| 30D | -26.8% | -2.0% | -24.8% | -26.6% |
| 3M | -20.6% | +18.4% | -39.0% | -26.3% |
| 6M | -47.5% | +8.9% | -56.4% | -49.8% |
| YTD | -38.5% | -8.9% | -29.6% | -37.9% |
| 1Y | -31.0% | -15.9% | -15.1% | -28.6% |
| 3Y | +216.5% | -1.1% | +217.6% | +195.6% |
| All | +97.5% | -35.6% | +133.1% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling