-31.0%
KTOS vs MSI
-2.0%
-29.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -26.8% | -0.8% | -26.1% | -26.7% |
| 3M | -20.6% | +13.9% | -34.5% | -22.5% |
| 6M | -47.5% | +1.3% | -48.8% | -48.1% |
| YTD | -38.5% | +22.3% | -60.8% | -41.7% |
| 1Y | -31.0% | -3.9% | -27.2% | -25.1% |
| All | -31.0% | -2.0% | -29.0% | -25.1% |
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