+17.6%
MCD vs KTOS
+100.3%
-82.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.2% | -2.4% | +1.1% | -1.2% |
| 30D | -7.8% | -26.8% | +19.1% | -7.0% |
| 3M | -10.7% | -20.6% | +9.9% | -10.3% |
| 6M | -21.3% | -47.5% | +26.2% | -20.1% |
| YTD | -15.8% | -38.5% | +22.7% | -15.3% |
| 1Y | -16.0% | -31.0% | +15.0% | -16.4% |
| 3Y | -3.0% | +216.5% | -219.5% | -12.5% |
| All | +17.6% | +100.3% | -82.7% | +7.7% |
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 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