+133.4%
MP vs KTOS
+216.1%
-82.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -7.4% | -2.4% | -5.0% | -6.5% |
| 30D | -6.7% | -26.8% | +20.2% | +6.1% |
| 3M | -11.7% | -20.6% | +8.9% | -3.4% |
| 6M | -18.9% | -47.5% | +28.6% | +2.9% |
| YTD | 0.0% | -38.5% | +38.5% | +17.9% |
| 1Y | -19.9% | -31.0% | +11.1% | -10.2% |
| 3Y | +133.4% | +216.5% | -83.1% | +45.5% |
| All | +133.4% | +216.1% | -82.7% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling