+110.9%
MO vs KTOS
+613.9%
-503.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.3% |
| 30D | +7.1% | -26.8% | +34.0% | +9.3% |
| 3M | -2.0% | -20.6% | +18.6% | -0.8% |
| 6M | +7.3% | -47.5% | +54.8% | +11.6% |
| YTD | +23.5% | -38.5% | +61.9% | +25.8% |
| 1Y | +11.0% | -31.0% | +42.0% | +11.1% |
| 3Y | +95.0% | +216.5% | -121.5% | +63.0% |
| 5Y | +100.6% | +105.7% | -5.1% | +72.8% |
| All | +110.9% | +613.9% | -503.0% | +68.8% |
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 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