+41.8%
MP vs KTOS
+100.3%
-58.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -7.4% | -2.4% | -5.0% | -6.4% |
| 30D | -6.7% | -26.8% | +20.2% | +7.0% |
| 3M | -11.7% | -20.6% | +8.9% | -2.7% |
| 6M | -18.9% | -47.5% | +28.6% | +5.0% |
| YTD | 0.0% | -38.5% | +38.5% | +18.6% |
| 1Y | -19.9% | -31.0% | +11.1% | -10.8% |
| 3Y | +133.4% | +216.5% | -83.1% | +21.4% |
| All | +41.8% | +100.3% | -58.5% | -14.8% |
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 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