-31.0%
KTOS vs TSN
-1.7%
-29.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -2.4% | +3.0% | -5.4% | -2.3% |
| 30D | -26.8% | -4.2% | -22.7% | -26.9% |
| 3M | -20.6% | -3.9% | -16.7% | -20.7% |
| 6M | -47.5% | -9.8% | -37.7% | -48.5% |
| YTD | -38.5% | -7.3% | -31.2% | -39.9% |
| 1Y | -31.0% | -2.2% | -28.8% | -30.3% |
| All | -31.0% | -1.7% | -29.3% | -30.3% |
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