-53.5%
KTOS vs TXG
+408.1%
-461.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.4% | -15.7% | -13.1% |
| 7D | -12.7% | -19.3% | +6.6% | -8.3% |
| 30D | -14.4% | -30.9% | +16.5% | -7.5% |
| 3M | -30.7% | +41.1% | -71.8% | -40.5% |
| 6M | -41.9% | +211.9% | -253.8% | -62.2% |
| YTD | -52.6% | +314.0% | -366.6% | -73.6% |
| All | -53.5% | +408.1% | -461.6% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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