-24.8%
KTOS vs MAGS
+15.9%
-40.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.7% |
| 7D | -8.0% | +0.5% | -8.6% | -8.5% |
| 30D | -13.6% | +1.5% | -15.1% | -14.8% |
| 3M | -24.6% | +0.5% | -25.0% | -24.8% |
| 6M | -46.3% | +11.6% | -57.9% | -52.1% |
| YTD | -37.0% | +5.3% | -42.3% | -40.5% |
| 1Y | -24.8% | +14.9% | -39.7% | -28.9% |
| All | -24.8% | +15.9% | -40.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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