+287.8%
KTOS vs MSFU
+73.2%
+214.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.9% |
| 30D | -26.8% | +0.5% | -27.3% | -27.1% |
| 3M | -20.6% | +51.9% | -72.4% | -30.6% |
| 6M | -47.5% | +35.0% | -82.4% | -53.1% |
| YTD | -38.5% | -9.0% | -29.5% | -39.4% |
| 1Y | -31.0% | -18.8% | -12.2% | -29.8% |
| 3Y | +216.5% | +25.5% | +191.0% | +172.8% |
| All | +287.8% | +73.2% | +214.6% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling