-14.9%
TTWO vs KTOS
-55.0%
+40.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.4% |
| 7D | +13.0% | -14.6% | +27.6% | +13.9% |
| 30D | +5.3% | -16.3% | +21.6% | +6.3% |
| 3M | -7.6% | -38.9% | +31.3% | -4.6% |
| 6M | -3.2% | -42.9% | +39.7% | +0.1% |
| YTD | -16.1% | -53.8% | +37.7% | -9.3% |
| 1Y | -14.9% | -51.5% | +36.7% | -7.6% |
| All | -14.9% | -55.0% | +40.1% | -7.6% |
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