+216.5%
KTOS vs MTB
+114.2%
+102.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -26.8% | -4.8% | -22.0% | -25.3% |
| 3M | -20.6% | +6.0% | -26.5% | -22.8% |
| 6M | -47.5% | +19.6% | -67.1% | -51.4% |
| YTD | -38.5% | +21.5% | -60.0% | -43.5% |
| 1Y | -31.0% | +24.7% | -55.7% | -37.3% |
| 3Y | +216.5% | +108.6% | +108.0% | +141.6% |
| All | +216.5% | +114.2% | +102.3% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling