-92.5%
KTOS vs MOD
+941.7%
-1,034.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.2% |
| 7D | -2.2% | +3.6% | -5.8% | -3.1% |
| 30D | -25.1% | -2.6% | -22.5% | -24.7% |
| 3M | -16.8% | -33.1% | +16.3% | -9.1% |
| 6M | -49.5% | -7.5% | -41.9% | -49.8% |
| YTD | -38.4% | +39.3% | -77.7% | -45.9% |
| 1Y | -27.6% | +34.3% | -61.9% | -36.3% |
| 3Y | +218.0% | +296.2% | -78.2% | +97.6% |
| 5Y | +100.1% | +1,504.6% | -1,404.5% | -17.9% |
| 10Y | +615.8% | +1,511.5% | -895.8% | +146.8% |
| All | -92.5% | +941.7% | -1,034.2% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling