+433.8%
MAR vs KTOS
+613.9%
-180.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -0.5% | -2.4% | +1.8% | -0.1% |
| 30D | -5.4% | -26.8% | +21.4% | -0.1% |
| 3M | -15.5% | -20.6% | +5.1% | -12.7% |
| 6M | +3.0% | -47.5% | +50.4% | +13.6% |
| YTD | +8.5% | -38.5% | +47.0% | +13.4% |
| 1Y | +26.0% | -31.0% | +57.0% | +26.2% |
| 3Y | +68.6% | +216.5% | -147.9% | +14.2% |
| 5Y | +157.4% | +105.7% | +51.7% | +84.8% |
| All | +433.8% | +613.9% | -180.1% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling