+294.4%
MDT vs KTOS
-68.9%
+363.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -3.4% | -2.4% | -1.0% | -3.3% |
| 30D | +0.2% | -26.8% | +27.1% | +2.3% |
| 3M | +14.3% | -20.6% | +34.8% | +15.6% |
| 6M | +4.0% | -47.5% | +51.5% | +7.8% |
| YTD | -3.7% | -38.5% | +34.8% | -1.9% |
| 1Y | -0.4% | -31.0% | +30.7% | +0.3% |
| 3Y | +23.3% | +216.5% | -193.2% | +10.1% |
| 5Y | -18.9% | +105.7% | -124.6% | -26.5% |
| 10Y | +39.2% | +615.0% | -575.9% | +14.7% |
| All | +294.4% | -68.9% | +363.3% | +249.8% |
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 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