-92.2%
KTOS vs MLM
+1,711.8%
-1,804.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -2.3% | +1.4% | -3.7% | -2.9% |
| 30D | -20.7% | -6.5% | -14.2% | -18.6% |
| 3M | -16.5% | -7.4% | -9.1% | -14.5% |
| 6M | -44.6% | -15.8% | -28.8% | -41.1% |
| YTD | -36.5% | -17.4% | -19.1% | -32.0% |
| 1Y | -24.9% | -17.9% | -7.0% | -19.0% |
| 3Y | +227.9% | +18.9% | +209.0% | +204.1% |
| 5Y | +103.6% | +43.4% | +60.2% | +75.3% |
| 10Y | +597.5% | +206.2% | +391.3% | +339.1% |
| All | -92.2% | +1,711.8% | -1,804.0% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling