-46.3%
KTOS vs MKTX
+1,442.6%
-1,489.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.9% |
| 3M | -20.6% | +40.8% | -61.4% | -26.1% |
| 6M | -47.5% | -8.0% | -39.5% | -47.0% |
| YTD | -38.5% | -8.7% | -29.8% | -38.0% |
| 1Y | -31.0% | -11.8% | -19.2% | -30.2% |
| 3Y | +216.5% | -24.0% | +240.6% | +221.4% |
| 5Y | +105.7% | -60.3% | +166.0% | +134.3% |
| 10Y | +615.0% | +5.0% | +610.0% | +565.5% |
| All | -46.3% | +1,442.6% | -1,489.0% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling