-53.1%
TE vs KTOS
+133.0%
-186.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +0.2% | -2.4% | +2.6% | +1.0% |
| 30D | -5.9% | -26.8% | +20.9% | +4.0% |
| 3M | -45.6% | -20.6% | -25.0% | -41.3% |
| 6M | -43.4% | -47.5% | +4.1% | -31.9% |
| YTD | -31.0% | -38.5% | +7.5% | -20.7% |
| 1Y | +145.2% | -31.0% | +176.2% | +166.6% |
| 3Y | -24.1% | +216.5% | -240.6% | -47.9% |
| 5Y | -48.1% | +105.7% | -153.8% | -64.0% |
| All | -53.1% | +133.0% | -186.0% | -67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling