+6,418.6%
TSM vs KTOS
-68.9%
+6,487.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +1.0% | -2.4% | +3.4% | +1.4% |
| 30D | +1.0% | -26.8% | +27.8% | +6.3% |
| 3M | +2.9% | -20.6% | +23.5% | +6.2% |
| 6M | +22.8% | -47.5% | +70.3% | +34.7% |
| YTD | +43.3% | -38.5% | +81.8% | +50.8% |
| 1Y | +69.2% | -31.0% | +100.2% | +73.3% |
| 3Y | +404.5% | +216.5% | +188.0% | +290.9% |
| 5Y | +282.2% | +105.7% | +176.5% | +207.9% |
| 10Y | +1,806.1% | +615.0% | +1,191.0% | +1,067.5% |
| All | +6,418.6% | -68.9% | +6,487.5% | +4,867.4% |
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