+47.5%
TMUS vs KTOS
+100.3%
-52.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | +0.4% | -2.4% | +2.8% | +0.5% |
| 30D | +3.5% | -26.8% | +30.4% | +4.1% |
| 3M | -1.3% | -20.6% | +19.3% | -0.8% |
| 6M | -13.6% | -47.5% | +33.9% | -12.1% |
| YTD | -8.8% | -38.5% | +29.7% | -8.8% |
| 1Y | -22.9% | -31.0% | +8.1% | -24.1% |
| 3Y | +36.7% | +216.5% | -179.8% | +13.6% |
| All | +47.5% | +100.3% | -52.8% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling