-24.8%
KTOS vs MSFU
-18.4%
-6.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.5% |
| 7D | -8.0% | -5.7% | -2.3% | -6.7% |
| 30D | -13.6% | +4.2% | -17.8% | -14.7% |
| 3M | -24.6% | +27.9% | -52.5% | -29.9% |
| 6M | -46.3% | +37.1% | -83.5% | -52.3% |
| YTD | -37.0% | -7.4% | -29.6% | -38.6% |
| 1Y | -24.8% | -19.6% | -5.2% | -20.2% |
| All | -24.8% | -18.4% | -6.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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