+216.5%
KTOS vs MOD
+297.9%
-81.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.8% |
| 6M | -47.5% | -5.6% | -41.8% | -48.3% |
| YTD | -38.5% | +41.8% | -80.3% | -46.4% |
| 1Y | -31.0% | +28.9% | -59.9% | -38.7% |
| 3Y | +216.5% | +304.1% | -87.6% | +114.4% |
| All | +216.5% | +297.9% | -81.3% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling