+419.8%
TXN vs KTOS
+613.9%
-194.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.9% |
| 7D | +4.0% | -2.4% | +6.3% | +4.4% |
| 30D | -2.9% | -26.8% | +24.0% | +2.2% |
| 3M | -9.1% | -20.6% | +11.5% | -6.2% |
| 6M | +36.6% | -47.5% | +84.1% | +49.3% |
| YTD | +57.5% | -38.5% | +96.0% | +63.8% |
| 1Y | +49.5% | -31.0% | +80.5% | +50.1% |
| 3Y | +76.5% | +216.5% | -140.0% | +24.7% |
| 5Y | +62.4% | +105.7% | -43.3% | +20.3% |
| All | +419.8% | +613.9% | -194.1% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling