-52.0%
TSLL vs KTOS
+214.5%
-266.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.1% |
| 7D | +5.1% | -2.2% | +7.3% | +6.2% |
| 30D | +20.0% | -25.1% | +45.1% | +35.5% |
| 3M | -23.8% | -16.8% | -6.9% | -19.0% |
| 6M | -30.3% | -49.5% | +19.2% | -9.7% |
| YTD | -47.7% | -38.4% | -9.2% | -42.1% |
| 1Y | -21.2% | -27.6% | +6.4% | -24.0% |
| 3Y | -26.9% | +218.0% | -244.8% | -68.7% |
| All | -52.0% | +214.5% | -266.6% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling