+1,203.4%
MET vs KTOS
-94.3%
+1,297.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -0.5% | -2.4% | +1.9% | -0.2% |
| 30D | +0.5% | -26.8% | +27.3% | +4.6% |
| 3M | +11.6% | -20.6% | +32.2% | +14.3% |
| 6M | +40.8% | -47.5% | +88.3% | +51.0% |
| YTD | +25.7% | -38.5% | +64.2% | +30.3% |
| 1Y | +24.4% | -31.0% | +55.4% | +25.8% |
| 3Y | +67.5% | +216.5% | -149.1% | +34.2% |
| 5Y | +85.8% | +105.7% | -19.9% | +53.8% |
| 10Y | +246.8% | +615.0% | -368.2% | +137.8% |
| All | +1,203.4% | -94.3% | +1,297.7% | +831.0% |
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 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