+443.0%
MP vs KTOS
+188.5%
+254.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -0.5% |
| 7D | -0.7% | -2.2% | +1.4% | +0.3% |
| 30D | -0.7% | -25.1% | +24.5% | +13.7% |
| 3M | 0.0% | -16.8% | +16.8% | +8.5% |
| 6M | -10.0% | -49.5% | +39.5% | +20.8% |
| YTD | +7.5% | -38.4% | +45.9% | +28.6% |
| 1Y | -14.0% | -27.6% | +13.6% | -6.4% |
| 3Y | +153.5% | +218.0% | -64.5% | +20.5% |
| 5Y | +62.7% | +100.1% | -37.4% | -5.9% |
| All | +443.0% | +188.5% | +254.5% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling