+100.1%
KTOS vs MAS
+30.3%
+69.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.1% |
| 7D | -2.2% | -2.2% | 0.0% | -1.3% |
| 30D | -25.1% | -6.7% | -18.4% | -22.9% |
| 3M | -16.8% | -3.7% | -13.1% | -15.7% |
| 6M | -49.5% | +9.0% | -58.4% | -51.5% |
| YTD | -38.4% | +10.8% | -49.2% | -41.9% |
| 1Y | -27.6% | -3.8% | -23.8% | -27.7% |
| 3Y | +218.0% | +30.0% | +187.9% | +168.6% |
| 5Y | +100.1% | +28.2% | +71.9% | +64.2% |
| All | +100.1% | +30.3% | +69.8% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling