-4.4%
TLT vs KTOS
-59.5%
+55.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.4% | +0.3% |
| 7D | +0.5% | -23.4% | +23.9% | +0.9% |
| 30D | +6.0% | -23.6% | +29.6% | +6.4% |
| 3M | -0.9% | -39.7% | +38.8% | -0.2% |
| 6M | -2.6% | -43.7% | +41.1% | -1.9% |
| YTD | -3.1% | -56.0% | +52.9% | -2.3% |
| 1Y | -4.4% | -56.9% | +52.5% | -3.5% |
| All | -4.4% | -59.5% | +55.1% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling