+610.7%
KTOS vs MAS
+138.8%
+472.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.7% |
| 7D | -2.3% | -5.3% | +3.0% | +0.2% |
| 30D | -26.3% | -10.8% | -15.5% | -22.2% |
| 3M | -14.3% | -4.1% | -10.2% | -13.0% |
| 6M | -47.2% | +7.5% | -54.7% | -49.5% |
| YTD | -38.1% | +8.0% | -46.1% | -41.6% |
| 1Y | -28.4% | -5.8% | -22.6% | -28.0% |
| 3Y | +219.6% | +26.8% | +192.8% | +166.7% |
| 5Y | +107.0% | +24.7% | +82.2% | +69.3% |
| All | +610.7% | +138.8% | +472.0% | +311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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