+216.5%
KTOS vs MTCH
-0.9%
+217.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -2.4% | +1.3% | -3.6% | -2.5% |
| 30D | -26.8% | +15.9% | -42.7% | -28.4% |
| 3M | -20.6% | +23.3% | -43.8% | -23.6% |
| 6M | -47.5% | +40.1% | -87.6% | -50.3% |
| YTD | -38.5% | +33.6% | -72.1% | -41.5% |
| 1Y | -31.0% | +14.1% | -45.1% | -32.6% |
| 3Y | +216.5% | +1.4% | +215.1% | +201.9% |
| All | +216.5% | -0.9% | +217.4% | +201.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling