+52.9%
TWLO vs KTOS
-59.5%
+112.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.1% | +1.3% | -5.1% |
| 7D | -16.9% | -23.4% | +6.5% | -14.7% |
| 30D | -28.3% | -23.6% | -4.7% | -26.4% |
| 3M | +4.0% | -39.7% | +43.7% | +9.2% |
| 6M | +2.8% | -43.7% | +46.5% | +7.9% |
| YTD | +41.3% | -56.0% | +97.3% | +44.9% |
| 1Y | +52.9% | -56.9% | +109.8% | +57.0% |
| All | +52.9% | -59.5% | +112.4% | +57.0% |
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 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