+19.9%
MDT vs KTOS
-59.2%
+79.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -12.3% | +18.4% | +6.2% |
| 7D | +10.7% | -12.7% | +23.4% | +10.8% |
| 30D | +19.3% | -14.4% | +33.7% | +19.4% |
| 3M | +22.8% | -30.7% | +53.4% | +23.4% |
| 6M | +36.4% | -41.9% | +78.3% | +37.9% |
| YTD | +12.1% | -52.6% | +64.7% | +11.8% |
| 1Y | +19.9% | -60.1% | +80.1% | +22.0% |
| All | +19.9% | -59.2% | +79.2% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling