-24.8%
KTOS vs MGY
+15.5%
-40.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -8.0% | +2.1% | -10.1% | -8.1% |
| 30D | -13.6% | +13.8% | -27.4% | -13.9% |
| 3M | -24.6% | -4.3% | -20.3% | -22.6% |
| 6M | -46.3% | -5.1% | -41.3% | -46.5% |
| YTD | -37.0% | +24.8% | -61.8% | -46.1% |
| 1Y | -24.8% | +11.8% | -36.6% | -32.8% |
| All | -24.8% | +15.5% | -40.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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