+84.3%
MKSI vs KTOS
+100.3%
-16.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +2.7% | -2.4% | +5.1% | +3.4% |
| 30D | -12.8% | -26.8% | +14.0% | -4.2% |
| 3M | -22.5% | -20.6% | -2.0% | -17.9% |
| 6M | +19.4% | -47.5% | +66.9% | +41.3% |
| YTD | +67.7% | -38.5% | +106.2% | +81.1% |
| 1Y | +131.4% | -31.0% | +162.4% | +134.8% |
| 3Y | +197.3% | +216.5% | -19.2% | +60.1% |
| All | +84.3% | +100.3% | -16.0% | +1.7% |
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