+606.4%
KTOS vs MKTX
+5.0%
+601.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.4% | -0.2% | -2.1% | -2.3% |
| 30D | -26.8% | +0.7% | -27.6% | -27.0% |
| 3M | -20.6% | +40.8% | -61.4% | -27.7% |
| 6M | -47.5% | -8.0% | -39.5% | -46.9% |
| YTD | -38.5% | -8.7% | -29.8% | -37.8% |
| 1Y | -31.0% | -11.8% | -19.2% | -29.8% |
| 3Y | +216.5% | -24.0% | +240.6% | +220.9% |
| 5Y | +105.7% | -60.3% | +166.0% | +147.2% |
| All | +606.4% | +5.0% | +601.3% | +530.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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