-49.5%
KTOS vs TYL
-7.6%
-41.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -3.1% |
| 7D | -2.2% | -8.6% | +6.4% | -2.7% |
| 30D | -25.1% | +7.5% | -32.7% | -24.8% |
| 3M | -16.8% | +10.9% | -27.7% | -17.5% |
| 6M | -49.5% | -6.7% | -42.7% | -51.2% |
| All | -49.5% | -7.6% | -41.8% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling