+23.2%
TMO vs KTOS
-55.0%
+78.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +2.1% |
| 7D | -0.3% | -14.6% | +14.3% | +1.1% |
| 30D | +4.9% | -16.3% | +21.2% | +6.6% |
| 3M | +19.9% | -38.9% | +58.7% | +25.2% |
| 6M | +47.2% | -42.9% | +90.1% | +54.2% |
| YTD | +20.2% | -53.8% | +74.0% | +24.4% |
| 1Y | +23.2% | -51.5% | +74.7% | +26.6% |
| All | +23.2% | -55.0% | +78.2% | +26.6% |
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