-60.1%
KTOS vs MSI
+28.6%
-88.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.2% | -13.5% | -12.6% |
| 7D | -12.7% | +2.8% | -15.5% | -13.4% |
| 30D | -14.4% | +9.1% | -23.6% | -16.5% |
| 3M | -30.7% | +12.5% | -43.2% | -33.0% |
| 6M | -41.9% | +14.2% | -56.1% | -44.0% |
| YTD | -52.6% | +30.7% | -83.4% | -58.3% |
| 1Y | -60.1% | +27.5% | -87.7% | -61.5% |
| All | -60.1% | +28.6% | -88.7% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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