-56.9%
KTOS vs TSLQ
-0.4%
-56.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +21.8% | -28.9% | -3.3% |
| 7D | -23.4% | +32.9% | -56.3% | -18.8% |
| 30D | -23.6% | +15.4% | -39.0% | -20.6% |
| 3M | -39.7% | -23.7% | -16.0% | -40.7% |
| 6M | -43.7% | -10.1% | -33.6% | -42.6% |
| YTD | -56.0% | +6.3% | -62.3% | -51.6% |
| 1Y | -56.9% | +4.6% | -61.4% | -51.5% |
| All | -56.9% | -0.4% | -56.5% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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