+216.5%
KTOS vs MDY
+48.5%
+168.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.6% |
| 7D | -2.4% | -1.9% | -0.5% | -0.2% |
| 30D | -26.8% | -4.6% | -22.2% | -22.5% |
| 3M | -20.6% | -1.2% | -19.3% | -19.2% |
| 6M | -47.5% | +9.2% | -56.7% | -52.0% |
| YTD | -38.5% | +13.1% | -51.5% | -45.6% |
| 1Y | -31.0% | +13.0% | -44.0% | -38.6% |
| 3Y | +216.5% | +49.2% | +167.3% | +129.2% |
| All | +216.5% | +48.5% | +168.1% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling