+13,583.3%
MA vs KTOS
+25.2%
+13,558.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.7% | -2.4% | +0.6% | -1.4% |
| 30D | +1.7% | -26.8% | +28.5% | +5.9% |
| 3M | +17.2% | -20.6% | +37.8% | +20.0% |
| 6M | +13.3% | -47.5% | +60.8% | +21.6% |
| YTD | +0.2% | -38.5% | +38.7% | +3.5% |
| 1Y | -2.7% | -31.0% | +28.3% | -2.2% |
| 3Y | +39.1% | +216.5% | -177.5% | +7.9% |
| 5Y | +68.8% | +105.7% | -36.9% | +35.8% |
| 10Y | +515.1% | +615.0% | -99.9% | +302.4% |
| All | +13,583.3% | +25.2% | +13,558.1% | +9,561.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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