+216.5%
KTOS vs MAGS
+128.4%
+88.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -26.8% | +3.2% | -30.1% | -28.2% |
| 3M | -20.6% | +7.7% | -28.2% | -24.1% |
| 6M | -47.5% | +12.5% | -59.9% | -50.9% |
| YTD | -38.5% | +6.0% | -44.5% | -40.7% |
| 1Y | -31.0% | +14.4% | -45.4% | -35.8% |
| 3Y | +216.5% | +127.5% | +89.0% | +130.8% |
| All | +216.5% | +128.4% | +88.1% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling