-21.2%
TMUS vs KTOS
-59.2%
+38.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -12.3% | +15.4% | +1.8% |
| 7D | +7.5% | -12.7% | +20.1% | +6.1% |
| 30D | -3.3% | -14.4% | +11.1% | -4.7% |
| 3M | -9.7% | -30.7% | +21.0% | -12.4% |
| 6M | -17.2% | -41.9% | +24.7% | -20.3% |
| YTD | -20.3% | -52.6% | +32.3% | -25.6% |
| 1Y | -21.2% | -60.1% | +38.9% | -25.8% |
| All | -21.2% | -59.2% | +38.0% | -25.8% |
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