+84.4%
TSM vs KTOS
-25.6%
+110.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +2.9% |
| 7D | +2.7% | -8.0% | +10.8% | +4.1% |
| 30D | +3.6% | -13.6% | +17.2% | +5.8% |
| 3M | -3.4% | -24.6% | +21.2% | +0.1% |
| 6M | +20.6% | -46.3% | +67.0% | +29.5% |
| YTD | +41.9% | -37.0% | +78.9% | +44.4% |
| 1Y | +84.4% | -24.8% | +109.2% | +90.9% |
| All | +84.4% | -25.6% | +110.0% | +90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling