+267.6%
KTOS vs TSLQ
-97.2%
+364.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.7% |
| 7D | -2.4% | -6.6% | +4.2% | -3.1% |
| 30D | -26.8% | -24.3% | -2.5% | -28.8% |
| 3M | -20.6% | -3.6% | -17.0% | -19.5% |
| 6M | -47.5% | -12.0% | -35.5% | -46.6% |
| YTD | -38.5% | +1.4% | -39.9% | -35.9% |
| 1Y | -31.0% | -43.6% | +12.6% | -31.6% |
| 3Y | +216.5% | -95.4% | +311.9% | +185.6% |
| All | +267.6% | -97.2% | +364.9% | +246.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling