-31.0%
KTOS vs TYL
-39.1%
+8.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.4% | -7.5% | +5.2% | -2.3% |
| 30D | -26.8% | +6.0% | -32.8% | -26.9% |
| 3M | -20.6% | +13.9% | -34.5% | -21.3% |
| 6M | -47.5% | -3.3% | -44.1% | -47.6% |
| YTD | -38.5% | -25.8% | -12.7% | -37.1% |
| 1Y | -31.0% | -39.2% | +8.2% | -29.0% |
| All | -31.0% | -39.1% | +8.0% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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