+316.3%
TPR vs KTOS
+613.9%
-297.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | -3.0% | -2.4% | -0.6% | -2.4% |
| 30D | -22.6% | -26.8% | +4.2% | -16.4% |
| 3M | -18.2% | -20.6% | +2.4% | -14.4% |
| 6M | -18.0% | -47.5% | +29.5% | -5.8% |
| YTD | -6.4% | -38.5% | +32.1% | -0.2% |
| 1Y | +12.3% | -31.0% | +43.3% | +14.1% |
| 3Y | +298.7% | +216.5% | +82.1% | +140.1% |
| 5Y | +232.5% | +105.7% | +126.8% | +117.1% |
| All | +316.3% | +613.9% | -297.7% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling