-92.5%
KTOS vs TSN
+408.5%
-501.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -2.4% | +3.0% | -5.4% | -2.8% |
| 30D | -26.8% | -4.2% | -22.7% | -26.4% |
| 3M | -20.6% | -3.9% | -16.7% | -20.2% |
| 6M | -47.5% | -9.8% | -37.7% | -46.9% |
| YTD | -38.5% | -7.3% | -31.2% | -38.1% |
| 1Y | -31.0% | -2.2% | -28.8% | -31.2% |
| 3Y | +216.5% | +11.9% | +204.7% | +206.4% |
| 5Y | +105.7% | -16.9% | +122.6% | +107.7% |
| 10Y | +615.0% | -4.8% | +619.8% | +597.5% |
| All | -92.5% | +408.5% | -501.0% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling