+7,315.2%
TPR vs KTOS
-92.6%
+7,407.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -5.1% | -2.3% | -2.8% | -4.8% |
| 30D | -27.6% | -26.3% | -1.3% | -24.0% |
| 3M | -17.5% | -14.3% | -3.2% | -16.1% |
| 6M | -21.3% | -47.2% | +25.9% | -14.3% |
| YTD | -8.5% | -38.1% | +29.6% | -4.3% |
| 1Y | +11.5% | -28.4% | +39.9% | +13.1% |
| 3Y | +288.0% | +219.6% | +68.4% | +200.0% |
| 5Y | +225.2% | +107.0% | +118.2% | +162.2% |
| 10Y | +314.4% | +619.4% | -305.1% | +174.7% |
| All | +7,315.2% | -92.6% | +7,407.8% | +6,105.5% |
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