-92.5%
KTOS vs MCO
+5,550.1%
-5,642.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.3% |
| 7D | -2.4% | -3.8% | +1.4% | -0.9% |
| 30D | -26.8% | -0.4% | -26.4% | -26.9% |
| 3M | -20.6% | +7.7% | -28.3% | -23.4% |
| 6M | -47.5% | +7.0% | -54.5% | -49.3% |
| YTD | -38.5% | -6.4% | -32.1% | -37.6% |
| 1Y | -31.0% | -7.6% | -23.4% | -29.8% |
| 3Y | +216.5% | +43.2% | +173.3% | +167.3% |
| 5Y | +105.7% | +29.6% | +76.1% | +79.2% |
| 10Y | +615.0% | +389.2% | +225.8% | +276.4% |
| All | -92.5% | +5,550.1% | -5,642.6% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling