+216.5%
KTOS vs TXT
+7.0%
+209.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -2.1% |
| 7D | -2.4% | +2.5% | -4.8% | -4.0% |
| 30D | -26.8% | -8.9% | -18.0% | -22.2% |
| 3M | -20.6% | -13.6% | -7.0% | -12.6% |
| 6M | -47.5% | -13.1% | -34.4% | -42.5% |
| YTD | -38.5% | -7.0% | -31.5% | -35.7% |
| 1Y | -31.0% | -1.4% | -29.6% | -30.3% |
| 3Y | +216.5% | +7.0% | +209.6% | +191.6% |
| All | +216.5% | +7.0% | +209.5% | +191.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling