-31.0%
KTOS vs MDY
+14.6%
-45.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -2.2% |
| 7D | -2.4% | -1.9% | -0.5% | +1.2% |
| 30D | -26.8% | -4.6% | -22.2% | -19.7% |
| 3M | -20.6% | -1.2% | -19.3% | -18.6% |
| 6M | -47.5% | +9.2% | -56.7% | -55.5% |
| YTD | -38.5% | +13.1% | -51.5% | -51.9% |
| 1Y | -31.0% | +13.0% | -44.0% | -44.3% |
| All | -31.0% | +14.6% | -45.6% | -44.3% |
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