+606.4%
KTOS vs MKC
+29.9%
+576.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | -1.5% | -0.9% | -2.0% |
| 30D | -26.8% | -3.1% | -23.7% | -26.3% |
| 3M | -20.6% | +5.2% | -25.8% | -21.9% |
| 6M | -47.5% | -12.8% | -34.7% | -46.0% |
| YTD | -38.5% | -23.3% | -15.2% | -34.9% |
| 1Y | -31.0% | -24.1% | -6.9% | -27.1% |
| 3Y | +216.5% | -32.1% | +248.6% | +240.9% |
| 5Y | +105.7% | -32.8% | +138.5% | +116.2% |
| All | +606.4% | +29.9% | +576.5% | +545.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling