+216.5%
KTOS vs MGY
+25.2%
+191.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.4% | +3.5% | -5.9% | -3.2% |
| 30D | -26.8% | +5.3% | -32.1% | -27.8% |
| 3M | -20.6% | +2.6% | -23.2% | -21.4% |
| 6M | -47.5% | -3.3% | -44.2% | -47.6% |
| YTD | -38.5% | +29.2% | -67.7% | -45.2% |
| 1Y | -31.0% | +18.0% | -49.0% | -36.5% |
| 3Y | +216.5% | +30.0% | +186.5% | +179.8% |
| All | +216.5% | +25.2% | +191.4% | +179.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling