-66.3%
MARA vs KTOS
+100.3%
-166.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.2% |
| 7D | +5.9% | -2.4% | +8.3% | +7.4% |
| 30D | +24.3% | -26.8% | +51.1% | +48.4% |
| 3M | -12.0% | -20.6% | +8.6% | -2.5% |
| 6M | +40.1% | -47.5% | +87.6% | +95.2% |
| YTD | +33.4% | -38.5% | +71.9% | +61.2% |
| 1Y | -23.7% | -31.0% | +7.3% | -18.0% |
| 3Y | +19.0% | +216.5% | -197.6% | -65.5% |
| All | -66.3% | +100.3% | -166.6% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling