+72.6%
TEL vs KTOS
+216.1%
-143.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | +1.6% | -2.4% | +3.9% | +1.9% |
| 30D | -0.7% | -26.8% | +26.2% | +3.7% |
| 3M | +2.4% | -20.6% | +23.0% | +5.2% |
| 6M | +4.1% | -47.5% | +51.6% | +12.1% |
| YTD | -5.8% | -38.5% | +32.7% | -2.0% |
| 1Y | +0.9% | -31.0% | +31.9% | +2.2% |
| 3Y | +72.6% | +216.5% | -143.9% | +43.9% |
| All | +72.6% | +216.1% | -143.5% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling