-18.2%
MDT vs KTOS
+100.3%
-118.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -3.4% | -2.4% | -1.0% | -3.2% |
| 30D | +0.2% | -26.8% | +27.1% | +2.6% |
| 3M | +14.3% | -20.6% | +34.8% | +16.0% |
| 6M | +4.0% | -47.5% | +51.5% | +8.8% |
| YTD | -3.7% | -38.5% | +34.8% | -1.9% |
| 1Y | -0.4% | -31.0% | +30.7% | -0.5% |
| 3Y | +23.3% | +216.5% | -193.2% | -0.1% |
| All | -18.2% | +100.3% | -118.5% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling