+55.4%
KTOS vs MAS
+39.9%
+15.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -3.4% | +3.0% | -6.4% | -4.5% |
| 30D | -13.8% | +22.4% | -36.2% | -21.2% |
| 3M | -46.0% | +14.5% | -60.5% | -49.3% |
| 6M | -35.4% | +27.1% | -62.5% | -42.1% |
| YTD | -55.3% | +35.8% | -91.1% | -61.6% |
| 1Y | -52.7% | +39.4% | -92.1% | -59.9% |
| 3Y | +87.2% | +60.3% | +27.0% | +43.0% |
| All | +55.4% | +39.9% | +15.5% | +20.3% |
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 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