+97.5%
KTOS vs TXG
-62.8%
+160.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.4% |
| 7D | -2.4% | +9.5% | -11.8% | -4.4% |
| 30D | -26.8% | +18.8% | -45.6% | -29.9% |
| 3M | -20.6% | +136.1% | -156.7% | -35.4% |
| 6M | -47.5% | +235.2% | -282.7% | -60.9% |
| YTD | -38.5% | +320.5% | -359.0% | -56.6% |
| 1Y | -31.0% | +425.2% | -456.2% | -54.0% |
| 3Y | +216.5% | +42.9% | +173.6% | +163.5% |
| All | +97.5% | -62.8% | +160.3% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling