-49.5%
KTOS vs MOD
+1.4%
-50.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.4% |
| 7D | -2.2% | +3.6% | -5.8% | -2.9% |
| 30D | -25.1% | -2.6% | -22.5% | -24.7% |
| 3M | -16.8% | -33.1% | +16.3% | -12.9% |
| 6M | -49.5% | -7.5% | -41.9% | -52.4% |
| All | -49.5% | +1.4% | -50.9% | -52.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling