+181.2%
TSCO vs KTOS
+613.9%
-432.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -5.7% | -2.4% | -3.3% | -5.4% |
| 30D | -8.8% | -26.8% | +18.1% | -5.3% |
| 3M | +6.3% | -20.6% | +26.9% | +8.8% |
| 6M | -32.3% | -47.5% | +15.2% | -27.7% |
| YTD | -32.7% | -38.5% | +5.8% | -30.5% |
| 1Y | -43.7% | -31.0% | -12.7% | -43.4% |
| 3Y | -19.7% | +216.5% | -236.2% | -37.0% |
| 5Y | -11.6% | +105.7% | -117.3% | -28.7% |
| All | +181.2% | +613.9% | -432.7% | +86.9% |
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 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