-92.5%
KTOS vs MSI
+413.1%
-505.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -26.8% | -0.8% | -26.1% | -26.6% |
| 3M | -20.6% | +13.9% | -34.5% | -25.2% |
| 6M | -47.5% | +1.3% | -48.8% | -48.1% |
| YTD | -38.5% | +22.3% | -60.8% | -44.2% |
| 1Y | -31.0% | -3.9% | -27.2% | -30.8% |
| 3Y | +216.5% | +69.9% | +146.7% | +147.6% |
| 5Y | +105.7% | +103.8% | +1.9% | +48.0% |
| 10Y | +615.0% | +606.4% | +8.6% | +207.1% |
| All | -92.5% | +413.1% | -505.6% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling