+216.5%
KTOS vs MCO
+42.6%
+173.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.3% |
| 7D | -2.4% | -3.8% | +1.4% | -0.8% |
| 30D | -26.8% | -0.4% | -26.4% | -26.9% |
| 3M | -20.6% | +7.7% | -28.3% | -24.0% |
| 6M | -47.5% | +7.0% | -54.5% | -49.7% |
| YTD | -38.5% | -6.4% | -32.1% | -37.9% |
| 1Y | -31.0% | -7.6% | -23.4% | -30.2% |
| 3Y | +216.5% | +43.2% | +173.3% | +151.0% |
| All | +216.5% | +42.6% | +173.9% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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