-92.5%
KTOS vs MTB
+875.0%
-967.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.4% |
| 3M | -20.6% | +6.0% | -26.5% | -22.6% |
| 6M | -47.5% | +19.6% | -67.1% | -51.2% |
| YTD | -38.5% | +21.5% | -60.0% | -43.2% |
| 1Y | -31.0% | +24.7% | -55.7% | -37.1% |
| 3Y | +216.5% | +108.6% | +108.0% | +131.0% |
| 5Y | +105.7% | +106.7% | -1.0% | +45.8% |
| 10Y | +615.0% | +172.5% | +442.5% | +332.2% |
| All | -92.5% | +875.0% | -967.5% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling