+40.9%
TTWO vs KTOS
+100.3%
-59.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.4% | -2.4% | +2.7% | +0.7% |
| 30D | -11.3% | -26.8% | +15.5% | -7.5% |
| 3M | +1.6% | -20.6% | +22.2% | +4.3% |
| 6M | +2.1% | -47.5% | +49.6% | +10.3% |
| YTD | -15.8% | -38.5% | +22.7% | -12.3% |
| 1Y | -12.6% | -31.0% | +18.4% | -11.9% |
| 3Y | +48.2% | +216.5% | -168.3% | +6.0% |
| All | +40.9% | +100.3% | -59.4% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling