-48.1%
TOST vs KTOS
+106.9%
-155.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.6% |
| 7D | -4.7% | -2.2% | -2.5% | -4.1% |
| 30D | -9.1% | -25.1% | +16.0% | -1.4% |
| 3M | +29.8% | -16.8% | +46.6% | +34.7% |
| 6M | +10.0% | -49.5% | +59.5% | +31.2% |
| YTD | -8.6% | -38.4% | +29.8% | -3.3% |
| 1Y | -20.7% | -27.6% | +6.9% | -24.6% |
| 3Y | +55.7% | +218.0% | -162.2% | -33.9% |
| All | -48.1% | +106.9% | -155.0% | -73.0% |
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