+606.4%
KTOS vs MOD
+1,553.3%
-946.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -1.9% |
| 7D | -2.4% | -2.8% | +0.4% | -1.8% |
| 30D | -26.8% | -5.1% | -21.7% | -26.0% |
| 3M | -20.6% | -30.3% | +9.7% | -14.7% |
| 6M | -47.5% | -5.6% | -41.8% | -48.2% |
| YTD | -38.5% | +41.8% | -80.3% | -45.8% |
| 1Y | -31.0% | +28.9% | -59.9% | -38.2% |
| 3Y | +216.5% | +304.1% | -87.6% | +102.8% |
| 5Y | +105.7% | +1,575.2% | -1,469.5% | -10.9% |
| All | +606.4% | +1,553.3% | -946.9% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling