-56.9%
KTOS vs MDY
+12.5%
-69.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.9% | -3.2% | +0.4% |
| 7D | -23.4% | -3.4% | -20.0% | -18.1% |
| 30D | -23.6% | -3.2% | -20.5% | -18.6% |
| 3M | -39.7% | -6.7% | -33.0% | -30.6% |
| 6M | -43.7% | -1.8% | -41.9% | -41.4% |
| YTD | -56.0% | +9.2% | -65.2% | -64.7% |
| 1Y | -56.9% | +11.7% | -68.6% | -67.3% |
| All | -56.9% | +12.5% | -69.3% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling