+606.4%
KTOS vs MDY
+177.2%
+429.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.5% |
| 7D | -2.4% | -1.9% | -0.5% | -0.3% |
| 30D | -26.8% | -4.6% | -22.2% | -22.7% |
| 3M | -20.6% | -1.2% | -19.3% | -19.3% |
| 6M | -47.5% | +9.2% | -56.7% | -51.9% |
| YTD | -38.5% | +13.1% | -51.5% | -45.5% |
| 1Y | -31.0% | +13.0% | -44.0% | -38.5% |
| 3Y | +216.5% | +49.2% | +167.3% | +107.3% |
| 5Y | +105.7% | +47.2% | +58.4% | +37.9% |
| All | +606.4% | +177.2% | +429.2% | +125.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling