+854.4%
TXN vs KTOS
-68.9%
+923.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | -9.1% | -20.6% | +11.5% | -6.1% |
| 6M | +36.6% | -47.5% | +84.1% | +49.5% |
| YTD | +57.5% | -38.5% | +96.0% | +64.7% |
| 1Y | +49.5% | -31.0% | +80.5% | +51.6% |
| 3Y | +76.5% | +216.5% | -140.0% | +31.9% |
| 5Y | +62.4% | +105.7% | -43.3% | +26.8% |
| 10Y | +429.7% | +615.0% | -185.3% | +209.1% |
| All | +854.4% | -68.9% | +923.3% | +568.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling