-26.5%
TMUS vs KTOS
-25.6%
-0.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.5% |
| 7D | +0.1% | -8.0% | +8.1% | -0.6% |
| 30D | +5.3% | -13.6% | +18.8% | +4.0% |
| 3M | +3.1% | -24.6% | +27.7% | +1.5% |
| 6M | -16.5% | -46.3% | +29.9% | -19.5% |
| YTD | -9.2% | -37.0% | +27.8% | -12.4% |
| 1Y | -26.5% | -24.8% | -1.7% | -32.2% |
| All | -26.5% | -25.6% | -0.9% | -32.2% |
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