+606.4%
KTOS vs MOS
+12.4%
+593.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.4% | -1.7% | -0.6% | -1.9% |
| 30D | -26.8% | +12.4% | -39.2% | -29.6% |
| 3M | -20.6% | +20.5% | -41.0% | -25.6% |
| 6M | -47.5% | -12.0% | -35.5% | -46.1% |
| YTD | -38.5% | +7.4% | -45.9% | -40.7% |
| 1Y | -31.0% | -22.5% | -8.5% | -27.1% |
| 3Y | +216.5% | -25.5% | +242.0% | +228.4% |
| 5Y | +105.7% | -10.1% | +115.8% | +91.2% |
| All | +606.4% | +12.4% | +593.9% | +531.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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