-23.7%
MARA vs KTOS
-29.4%
+5.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.1% |
| 7D | +5.9% | -2.4% | +8.3% | +6.9% |
| 30D | +24.3% | -26.8% | +51.1% | +40.7% |
| 3M | -12.0% | -20.6% | +8.6% | -5.6% |
| 6M | +40.1% | -47.5% | +87.6% | +81.3% |
| YTD | +33.4% | -38.5% | +71.9% | +54.1% |
| 1Y | -23.7% | -31.0% | +7.3% | -17.7% |
| All | -23.7% | -29.4% | +5.6% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling