+1,779.8%
TSM vs KTOS
+613.9%
+1,165.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +1.0% | -2.4% | +3.4% | +1.5% |
| 30D | +1.0% | -26.8% | +27.8% | +6.8% |
| 3M | +2.9% | -20.6% | +23.5% | +6.6% |
| 6M | +22.8% | -47.5% | +70.3% | +36.0% |
| YTD | +43.3% | -38.5% | +81.8% | +51.2% |
| 1Y | +69.2% | -31.0% | +100.2% | +73.0% |
| 3Y | +404.5% | +216.5% | +188.0% | +275.4% |
| 5Y | +282.2% | +105.7% | +176.5% | +196.1% |
| All | +1,779.8% | +613.9% | +1,165.8% | +1,203.9% |
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