+732.2%
TGT vs KTOS
-68.9%
+801.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -5.2% | -2.4% | -2.9% | -5.0% |
| 30D | +1.2% | -26.8% | +28.0% | +3.9% |
| 3M | +18.4% | -20.6% | +39.0% | +20.3% |
| 6M | +33.4% | -47.5% | +80.9% | +39.7% |
| YTD | +63.8% | -38.5% | +102.3% | +67.8% |
| 1Y | +77.2% | -31.0% | +108.2% | +78.6% |
| 3Y | +41.8% | +216.5% | -174.8% | +21.9% |
| 5Y | -25.5% | +105.7% | -131.2% | -34.5% |
| 10Y | +204.9% | +615.0% | -410.1% | +135.0% |
| All | +732.2% | -68.9% | +801.1% | +578.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling