-6.4%
TLT vs KTOS
-29.4%
+23.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -1.6% | -2.4% | +0.7% | -1.6% |
| 30D | -1.1% | -26.8% | +25.7% | -0.7% |
| 3M | -4.9% | -20.6% | +15.7% | -4.6% |
| 6M | -5.0% | -47.5% | +42.5% | -4.5% |
| YTD | -4.4% | -38.5% | +34.1% | -4.1% |
| 1Y | -6.4% | -31.0% | +24.6% | -6.4% |
| All | -6.4% | -29.4% | +23.0% | -6.4% |
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 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