-53.5%
KTOS vs TSN
+19.1%
-72.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.4% | -17.7% | -12.1% |
| 7D | -12.7% | +8.4% | -21.1% | -12.6% |
| 30D | -14.4% | +16.1% | -30.5% | -14.8% |
| 3M | -30.7% | +3.2% | -33.8% | -30.5% |
| 6M | -41.9% | -11.1% | -30.8% | -40.4% |
| YTD | -52.6% | +5.1% | -57.7% | -54.7% |
| All | -53.5% | +19.1% | -72.7% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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