+5,271.3%
MCK vs KTOS
-68.9%
+5,340.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -2.9% | -2.4% | -0.6% | -2.8% |
| 30D | +0.4% | -26.8% | +27.3% | +2.3% |
| 3M | +12.1% | -20.6% | +32.7% | +13.3% |
| 6M | -5.4% | -47.5% | +42.0% | -2.4% |
| YTD | +7.8% | -38.5% | +46.3% | +9.5% |
| 1Y | +22.9% | -31.0% | +54.0% | +23.5% |
| 3Y | +110.7% | +216.5% | -105.8% | +89.7% |
| 5Y | +346.2% | +105.7% | +240.5% | +307.1% |
| 10Y | +440.1% | +615.0% | -174.9% | +348.1% |
| All | +5,271.3% | -68.9% | +5,340.2% | +4,372.3% |
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