+288.1%
TER vs KTOS
+216.1%
+72.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +6.4% | -2.4% | +8.7% | +6.9% |
| 30D | -5.7% | -26.8% | +21.2% | +1.5% |
| 3M | -0.4% | -20.6% | +20.2% | +4.0% |
| 6M | +25.8% | -47.5% | +73.3% | +43.3% |
| YTD | +96.4% | -38.5% | +134.9% | +111.1% |
| 1Y | +229.2% | -31.0% | +260.2% | +239.3% |
| 3Y | +288.1% | +216.5% | +71.6% | +175.3% |
| All | +288.1% | +216.1% | +72.0% | +175.3% |
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 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