-24.8%
KTOS vs MDY
+17.9%
-42.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.8% |
| 7D | -8.0% | +0.1% | -8.2% | -8.3% |
| 30D | -13.6% | -1.5% | -12.1% | -10.8% |
| 3M | -24.6% | +0.8% | -25.3% | -25.4% |
| 6M | -46.3% | +7.4% | -53.8% | -52.9% |
| YTD | -37.0% | +15.2% | -52.2% | -52.2% |
| 1Y | -24.8% | +16.5% | -41.3% | -42.8% |
| All | -24.8% | +17.9% | -42.7% | -42.8% |
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