-92.4%
KTOS vs MOS
+162.7%
-255.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.1% |
| 7D | -2.3% | +0.5% | -2.8% | -2.5% |
| 30D | -26.3% | +10.9% | -37.2% | -28.4% |
| 3M | -14.3% | +29.2% | -43.5% | -20.2% |
| 6M | -47.2% | -2.3% | -44.9% | -47.5% |
| YTD | -38.1% | +8.3% | -46.4% | -40.1% |
| 1Y | -28.4% | -21.2% | -7.3% | -25.3% |
| 3Y | +219.6% | -25.9% | +245.5% | +231.0% |
| 5Y | +107.0% | -9.4% | +116.3% | +96.7% |
| 10Y | +619.4% | +13.7% | +605.8% | +495.3% |
| All | -92.4% | +162.7% | -255.2% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling