-90.0%
MARA vs KTOS
+744.3%
-834.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.1% |
| 7D | +5.9% | -2.4% | +8.3% | +7.1% |
| 30D | +24.3% | -26.8% | +51.1% | +43.0% |
| 3M | -12.0% | -20.6% | +8.6% | -4.3% |
| 6M | +40.1% | -47.5% | +87.6% | +81.5% |
| YTD | +33.4% | -38.5% | +71.9% | +57.7% |
| 1Y | -23.7% | -31.0% | +7.3% | -16.1% |
| 3Y | +19.0% | +216.5% | -197.6% | -40.2% |
| 5Y | -66.5% | +105.7% | -172.2% | -79.8% |
| 10Y | -73.4% | +615.0% | -688.5% | -87.5% |
| All | -90.0% | +744.3% | -834.3% | -95.7% |
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 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