-92.4%
KTOS vs TYL
+7,679.2%
-7,771.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | -2.3% | -11.5% | +9.2% | +0.5% |
| 30D | -26.3% | +3.9% | -30.2% | -27.2% |
| 3M | -14.3% | +10.8% | -25.1% | -17.2% |
| 6M | -47.2% | -5.3% | -41.9% | -47.2% |
| YTD | -38.1% | -26.1% | -12.0% | -34.8% |
| 1Y | -28.4% | -38.5% | +10.1% | -21.3% |
| 3Y | +219.6% | -14.5% | +234.0% | +220.6% |
| 5Y | +107.0% | -28.9% | +135.8% | +115.6% |
| 10Y | +619.4% | +99.7% | +519.7% | +487.0% |
| All | -92.4% | +7,679.2% | -7,771.7% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling