+250.7%
TQQQ vs KTOS
+216.1%
+34.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -1.9% | -2.4% | +0.4% | -1.1% |
| 30D | -4.9% | -26.8% | +22.0% | +6.2% |
| 3M | -6.4% | -20.6% | +14.2% | +0.4% |
| 6M | +44.4% | -47.5% | +91.9% | +77.2% |
| YTD | +35.2% | -38.5% | +73.7% | +47.7% |
| 1Y | +49.5% | -31.0% | +80.5% | +50.6% |
| 3Y | +250.7% | +216.5% | +34.2% | +70.0% |
| All | +250.7% | +216.1% | +34.6% | +70.0% |
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 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