+95.6%
TFC vs KTOS
+613.9%
-518.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | -2.4% | -2.4% | -0.1% | -2.0% |
| 30D | -3.4% | -26.8% | +23.5% | +2.7% |
| 3M | +0.4% | -20.6% | +21.0% | +4.2% |
| 6M | +12.7% | -47.5% | +60.2% | +25.5% |
| YTD | +5.6% | -38.5% | +44.1% | +11.0% |
| 1Y | +16.0% | -31.0% | +47.0% | +16.6% |
| 3Y | +94.0% | +216.5% | -122.6% | +27.3% |
| 5Y | +16.2% | +105.7% | -89.5% | -18.8% |
| All | +95.6% | +613.9% | -518.4% | +8.0% |
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 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