+98.7%
KTOS vs MLM
+38.8%
+59.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.9% |
| 3M | -14.3% | -9.0% | -5.3% | -10.3% |
| 6M | -47.2% | -17.0% | -30.1% | -41.5% |
| YTD | -38.1% | -19.0% | -19.2% | -30.5% |
| 1Y | -28.4% | -18.1% | -10.4% | -19.9% |
| 3Y | +219.6% | +16.7% | +202.9% | +181.0% |
| All | +98.7% | +38.8% | +59.9% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling