+203.6%
TGT vs KTOS
+613.9%
-410.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -5.2% | -2.4% | -2.9% | -4.9% |
| 30D | +1.2% | -26.8% | +28.0% | +5.2% |
| 3M | +18.4% | -20.6% | +39.0% | +21.2% |
| 6M | +33.4% | -47.5% | +80.9% | +43.2% |
| YTD | +63.8% | -38.5% | +102.3% | +69.4% |
| 1Y | +77.2% | -31.0% | +108.2% | +77.9% |
| 3Y | +41.8% | +216.5% | -174.8% | +6.6% |
| 5Y | -25.5% | +105.7% | -131.2% | -42.2% |
| All | +203.6% | +613.9% | -410.3% | +100.8% |
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