+397.3%
TTD vs KTOS
+634.3%
-236.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.9% |
| 7D | +3.7% | -0.5% | +4.2% | +3.9% |
| 30D | +5.9% | -26.3% | +32.2% | +15.2% |
| 3M | -22.4% | -17.6% | -4.7% | -19.8% |
| 6M | -45.2% | -45.6% | +0.4% | -37.4% |
| YTD | -60.6% | -37.3% | -23.2% | -59.0% |
| 1Y | -66.8% | -31.2% | -35.6% | -67.6% |
| 3Y | -82.5% | +223.2% | -305.7% | -91.5% |
| 5Y | -78.9% | +115.5% | -194.4% | -88.5% |
| All | +397.3% | +634.3% | -236.9% | +127.1% |
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 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