+283.6%
TJX vs KTOS
+613.9%
-330.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.6% | -2.4% | -2.2% | -4.3% |
| 30D | -17.2% | -26.8% | +9.7% | -13.4% |
| 3M | -24.9% | -20.6% | -4.3% | -22.8% |
| 6M | -19.7% | -47.5% | +27.8% | -13.1% |
| YTD | -17.2% | -38.5% | +21.3% | -14.2% |
| 1Y | -9.4% | -31.0% | +21.6% | -9.3% |
| 3Y | +43.1% | +216.5% | -173.5% | +2.8% |
| 5Y | +96.7% | +105.7% | -9.0% | +48.4% |
| All | +283.6% | +613.9% | -330.3% | +150.8% |
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