-83.4%
TTD vs KTOS
+216.1%
-299.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.7% |
| 7D | -0.6% | -2.4% | +1.7% | -0.5% |
| 30D | +6.3% | -26.8% | +33.1% | +8.2% |
| 3M | -24.1% | -20.6% | -3.6% | -23.3% |
| 6M | -47.4% | -47.5% | +0.1% | -45.0% |
| YTD | -62.2% | -38.5% | -23.7% | -62.4% |
| 1Y | -68.3% | -31.0% | -37.3% | -69.6% |
| 3Y | -83.4% | +216.5% | -300.0% | -90.0% |
| All | -83.4% | +216.1% | -299.5% | -90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling