+298.7%
TPR vs KTOS
+216.1%
+82.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.3% |
| 7D | -3.0% | -2.4% | -0.6% | -2.7% |
| 30D | -22.6% | -26.8% | +4.2% | -19.7% |
| 3M | -18.2% | -20.6% | +2.4% | -16.2% |
| 6M | -18.0% | -47.5% | +29.5% | -12.5% |
| YTD | -6.4% | -38.5% | +32.1% | -3.9% |
| 1Y | +12.3% | -31.0% | +43.3% | +13.0% |
| 3Y | +298.7% | +216.5% | +82.1% | +214.9% |
| All | +298.7% | +216.1% | +82.6% | +214.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling