+218.5%
KTOS vs MLM
+15.7%
+202.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.3% | -1.3% | -1.1% | -1.6% |
| 30D | -26.3% | -9.1% | -17.2% | -22.2% |
| 3M | -14.3% | -9.0% | -5.3% | -10.8% |
| 6M | -47.2% | -17.0% | -30.1% | -41.8% |
| YTD | -38.1% | -19.0% | -19.2% | -31.0% |
| 1Y | -28.4% | -18.1% | -10.4% | -20.3% |
| All | +218.5% | +15.7% | +202.8% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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