-17.4%
TOST vs KTOS
-25.6%
+8.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -3.4% | -8.0% | +4.6% | -3.0% |
| 30D | -2.4% | -13.6% | +11.1% | -1.8% |
| 3M | +34.6% | -24.6% | +59.2% | +36.4% |
| 6M | +15.2% | -46.3% | +61.5% | +17.9% |
| YTD | -4.4% | -37.0% | +32.6% | -4.5% |
| 1Y | -17.4% | -24.8% | +7.4% | -23.3% |
| All | -17.4% | -25.6% | +8.2% | -23.3% |
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