+41.6%
TXN vs KTOS
-25.6%
+67.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | -0.1% | -8.0% | +8.0% | +0.3% |
| 30D | -6.9% | -13.6% | +6.6% | -6.3% |
| 3M | -14.9% | -24.6% | +9.6% | -14.4% |
| 6M | +29.0% | -46.3% | +75.3% | +29.9% |
| YTD | +51.5% | -37.0% | +88.5% | +47.8% |
| 1Y | +41.6% | -24.8% | +66.4% | +41.1% |
| All | +41.6% | -25.6% | +67.2% | +41.1% |
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 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