-24.8%
KTOS vs TXT
-1.0%
-23.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -8.0% | -4.8% | -3.3% | -4.3% |
| 30D | -13.6% | -10.6% | -3.0% | -5.2% |
| 3M | -24.6% | -13.2% | -11.4% | -15.6% |
| 6M | -46.3% | -20.3% | -26.0% | -36.0% |
| YTD | -37.0% | -9.3% | -27.8% | -34.5% |
| 1Y | -24.8% | -2.7% | -22.1% | -25.9% |
| All | -24.8% | -1.0% | -23.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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