-31.0%
KTOS vs MTCH
+14.2%
-45.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | -2.4% | +1.3% | -3.6% | -2.4% |
| 30D | -26.8% | +15.9% | -42.7% | -27.3% |
| 3M | -20.6% | +23.3% | -43.8% | -22.9% |
| 6M | -47.5% | +40.1% | -87.6% | -48.7% |
| YTD | -38.5% | +33.6% | -72.1% | -38.6% |
| 1Y | -31.0% | +14.1% | -45.1% | -21.9% |
| All | -31.0% | +14.2% | -45.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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