-11.8%
TDG vs KTOS
-29.4%
+17.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | -7.7% | -26.8% | +19.1% | -5.0% |
| 3M | -9.3% | -20.6% | +11.2% | -7.6% |
| 6M | -9.4% | -47.5% | +38.1% | -5.2% |
| YTD | -14.3% | -38.5% | +24.2% | -13.1% |
| 1Y | -11.8% | -31.0% | +19.2% | -10.0% |
| All | -11.8% | -29.4% | +17.5% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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