+650.1%
TSEM vs KTOS
+216.1%
+434.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -4.9% | -2.4% | -2.5% | -4.4% |
| 30D | -18.7% | -26.8% | +8.1% | -13.1% |
| 3M | -18.1% | -20.6% | +2.4% | -14.6% |
| 6M | +77.1% | -47.5% | +124.6% | +98.5% |
| YTD | +80.1% | -38.5% | +118.6% | +92.7% |
| 1Y | +220.4% | -31.0% | +251.4% | +228.4% |
| 3Y | +650.1% | +216.5% | +433.5% | +476.1% |
| All | +650.1% | +216.1% | +434.0% | +476.1% |
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