+946.1%
MCD vs KTOS
-68.7%
+1,014.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -2.5% | -2.3% | -0.2% | -2.4% |
| 30D | -7.0% | -26.3% | +19.2% | -5.8% |
| 3M | -9.8% | -14.3% | +4.5% | -9.3% |
| 6M | -21.8% | -47.2% | +25.4% | -19.8% |
| YTD | -15.6% | -38.1% | +22.5% | -14.5% |
| 1Y | -15.2% | -28.4% | +13.3% | -15.0% |
| 3Y | -2.6% | +219.6% | -222.2% | -10.4% |
| 5Y | +18.9% | +107.0% | -88.1% | +10.5% |
| 10Y | +180.8% | +619.4% | -438.6% | +144.0% |
| All | +946.1% | -68.7% | +1,014.7% | +741.0% |
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