+227.9%
KTOS vs MAS
+32.0%
+195.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.7% |
| 7D | -2.3% | +1.0% | -3.3% | -2.7% |
| 30D | -20.7% | -8.1% | -12.6% | -18.4% |
| 3M | -16.5% | +3.3% | -19.8% | -17.4% |
| 6M | -44.6% | +12.4% | -57.0% | -46.8% |
| YTD | -36.5% | +13.3% | -49.8% | -39.9% |
| 1Y | -24.9% | -4.7% | -20.2% | -24.7% |
| 3Y | +227.9% | +33.0% | +194.9% | +205.1% |
| All | +227.9% | +32.0% | +195.9% | +205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling