-92.3%
KTOS vs MAS
+398.7%
-491.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -8.0% | -0.8% | -7.3% | -7.8% |
| 30D | -13.6% | -5.6% | -8.0% | -11.9% |
| 3M | -24.6% | +4.4% | -29.0% | -26.0% |
| 6M | -46.3% | +7.2% | -53.5% | -47.9% |
| YTD | -37.0% | +16.1% | -53.1% | -40.9% |
| 1Y | -24.8% | +0.1% | -24.9% | -25.8% |
| 3Y | +195.0% | +28.3% | +166.7% | +161.6% |
| 5Y | +96.6% | +30.5% | +66.2% | +70.9% |
| 10Y | +579.3% | +139.1% | +440.1% | +374.9% |
| All | -92.3% | +398.7% | -491.0% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling