+1,029.4%
MDB vs KTOS
+272.0%
+757.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -1.8% | -2.4% | +0.6% | -1.0% |
| 30D | -17.3% | -26.8% | +9.6% | -8.4% |
| 3M | +2.2% | -20.6% | +22.8% | +9.4% |
| 6M | +33.9% | -47.5% | +81.4% | +61.0% |
| YTD | -13.7% | -38.5% | +24.8% | -4.6% |
| 1Y | +9.1% | -31.0% | +40.1% | +12.7% |
| 3Y | -8.1% | +216.5% | -224.7% | -49.4% |
| 5Y | -25.9% | +105.7% | -131.6% | -55.0% |
| All | +1,029.4% | +272.0% | +757.4% | +336.7% |
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