+94.0%
TFC vs KTOS
+216.1%
-122.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | -2.4% | -2.4% | -0.1% | -2.2% |
| 30D | -3.4% | -26.8% | +23.5% | -0.3% |
| 3M | +0.4% | -20.6% | +21.0% | +2.4% |
| 6M | +12.7% | -47.5% | +60.2% | +19.3% |
| YTD | +5.6% | -38.5% | +44.1% | +7.7% |
| 1Y | +16.0% | -31.0% | +47.0% | +14.6% |
| 3Y | +94.0% | +216.5% | -122.6% | +40.1% |
| All | +94.0% | +216.1% | -122.1% | +40.1% |
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