-32.3%
TWLO vs KTOS
+100.3%
-132.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.4% | -2.4% | -0.1% | -1.8% |
| 30D | -7.8% | -26.8% | +19.0% | -0.1% |
| 3M | +10.0% | -20.6% | +30.6% | +16.1% |
| 6M | +79.5% | -47.5% | +127.0% | +108.2% |
| YTD | +59.8% | -38.5% | +98.3% | +68.6% |
| 1Y | +121.7% | -31.0% | +152.7% | +119.2% |
| 3Y | +240.8% | +216.5% | +24.3% | +58.8% |
| All | -32.3% | +100.3% | -132.6% | -64.1% |
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 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