+145.0%
TRV vs KTOS
+216.1%
-71.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | +1.9% | -2.4% | +4.3% | +2.0% |
| 30D | +1.7% | -26.8% | +28.5% | +2.7% |
| 3M | +23.9% | -20.6% | +44.5% | +24.7% |
| 6M | +26.3% | -47.5% | +73.8% | +29.2% |
| YTD | +30.8% | -38.5% | +69.3% | +30.8% |
| 1Y | +36.3% | -31.0% | +67.3% | +34.3% |
| 3Y | +145.0% | +216.5% | -71.5% | +107.8% |
| All | +145.0% | +216.1% | -71.1% | +107.8% |
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