+5,257.2%
TMO vs KTOS
-68.9%
+5,326.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.6% | -2.4% | +1.7% | -0.4% |
| 30D | +1.1% | -26.8% | +28.0% | +4.3% |
| 3M | +28.3% | -20.6% | +48.9% | +30.8% |
| 6M | +23.3% | -47.5% | +70.8% | +30.3% |
| YTD | +5.5% | -38.5% | +43.9% | +8.8% |
| 1Y | +24.5% | -31.0% | +55.6% | +26.2% |
| 3Y | +19.6% | +216.5% | -197.0% | +1.7% |
| 5Y | +8.1% | +105.7% | -97.6% | -5.8% |
| 10Y | +336.7% | +615.0% | -278.3% | +222.4% |
| All | +5,257.2% | -68.9% | +5,326.0% | +4,267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling