+81.7%
MDLZ vs KTOS
+613.9%
-532.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +1.9% | -2.4% | +4.3% | +2.0% |
| 30D | +0.4% | -26.8% | +27.3% | +2.4% |
| 3M | -0.6% | -20.6% | +19.9% | +0.6% |
| 6M | +14.7% | -47.5% | +62.2% | +19.1% |
| YTD | +18.0% | -38.5% | +56.5% | +20.1% |
| 1Y | +4.1% | -31.0% | +35.1% | +4.4% |
| 3Y | -4.6% | +216.5% | -221.1% | -19.0% |
| 5Y | +18.4% | +105.7% | -87.3% | +2.9% |
| All | +81.7% | +613.9% | -532.2% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling