+218.5%
KTOS vs MOS
-26.3%
+244.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.2% |
| 7D | -2.3% | +0.5% | -2.8% | -2.5% |
| 30D | -26.3% | +10.9% | -37.2% | -28.7% |
| 3M | -14.3% | +29.2% | -43.5% | -21.4% |
| 6M | -47.2% | -2.3% | -44.9% | -47.4% |
| YTD | -38.1% | +8.3% | -46.4% | -40.2% |
| 1Y | -28.4% | -21.2% | -7.3% | -25.0% |
| All | +218.5% | -26.3% | +244.8% | +227.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling