+302.0%
TRV vs KTOS
+613.9%
-311.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | +1.9% | -2.4% | +4.3% | +2.2% |
| 30D | +1.7% | -26.8% | +28.5% | +5.1% |
| 3M | +23.9% | -20.6% | +44.5% | +26.3% |
| 6M | +26.3% | -47.5% | +73.8% | +34.0% |
| YTD | +30.8% | -38.5% | +69.3% | +34.0% |
| 1Y | +36.3% | -31.0% | +67.3% | +36.2% |
| 3Y | +145.0% | +216.5% | -71.5% | +91.2% |
| 5Y | +163.9% | +105.7% | +58.2% | +113.8% |
| All | +302.0% | +613.9% | -311.9% | +185.5% |
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 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