-60.1%
KTOS vs MOD
-33.0%
-27.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -21.4% | +9.2% | -7.8% |
| 7D | -12.7% | -31.3% | +18.7% | -6.0% |
| 30D | -14.4% | -46.1% | +31.7% | -4.1% |
| 3M | -30.7% | -51.1% | +20.5% | -21.2% |
| 6M | -41.9% | -62.1% | +20.1% | -32.4% |
| YTD | -52.6% | -26.2% | -26.5% | -52.6% |
| 1Y | -60.1% | -32.6% | -27.6% | -60.0% |
| All | -60.1% | -33.0% | -27.2% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling