+328.6%
TMO vs KTOS
+613.9%
-285.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.6% | -2.4% | +1.7% | -0.3% |
| 30D | +1.1% | -26.8% | +28.0% | +5.2% |
| 3M | +28.3% | -20.6% | +48.9% | +31.5% |
| 6M | +23.3% | -47.5% | +70.8% | +32.4% |
| YTD | +5.5% | -38.5% | +43.9% | +9.6% |
| 1Y | +24.5% | -31.0% | +55.6% | +26.2% |
| 3Y | +19.6% | +216.5% | -197.0% | -5.3% |
| 5Y | +8.1% | +105.7% | -97.6% | -12.2% |
| All | +328.6% | +613.9% | -285.3% | +208.1% |
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