-51.5%
KTOS vs MOH
+39.5%
-91.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.5% | +8.7% | +4.9% |
| 7D | -14.6% | +2.1% | -16.6% | -14.3% |
| 30D | -16.3% | +7.3% | -23.6% | -16.0% |
| 3M | -38.9% | +8.9% | -47.8% | -38.5% |
| 6M | -42.9% | +5.8% | -48.8% | -42.7% |
| YTD | -53.8% | +20.4% | -74.2% | -56.8% |
| 1Y | -51.5% | +42.1% | -93.6% | -58.6% |
| All | -51.5% | +39.5% | -91.0% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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