+251.2%
MNST vs KTOS
+613.9%
-362.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | -5.6% | -26.8% | +21.2% | -2.6% |
| 3M | -5.7% | -20.6% | +14.9% | -3.9% |
| 6M | +12.0% | -47.5% | +59.5% | +18.6% |
| YTD | +13.2% | -38.5% | +51.7% | +16.2% |
| 1Y | +36.1% | -31.0% | +67.1% | +36.3% |
| 3Y | +52.9% | +216.5% | -163.7% | +19.8% |
| 5Y | +81.0% | +105.7% | -24.7% | +47.0% |
| All | +251.2% | +613.9% | -362.7% | +156.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling