-51.5%
KTOS vs MGY
+13.3%
-64.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.1% |
| 7D | -14.6% | -10.7% | -3.9% | -15.1% |
| 30D | -16.3% | -2.7% | -13.6% | -16.2% |
| 3M | -38.9% | -3.7% | -35.2% | -38.7% |
| 6M | -42.9% | -16.3% | -26.7% | -41.7% |
| YTD | -53.8% | +10.2% | -64.0% | -59.5% |
| 1Y | -51.5% | +13.5% | -65.0% | -59.1% |
| All | -51.5% | +13.3% | -64.8% | -59.1% |
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