+1,131.4%
MPC vs KTOS
+613.9%
+517.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +1.8% | -2.4% | +4.2% | +2.3% |
| 30D | +14.0% | -26.8% | +40.8% | +21.3% |
| 3M | +52.2% | -20.6% | +72.8% | +57.9% |
| 6M | +75.8% | -47.5% | +123.3% | +96.1% |
| YTD | +146.3% | -38.5% | +184.8% | +159.0% |
| 1Y | +120.8% | -31.0% | +151.8% | +121.4% |
| 3Y | +172.6% | +216.5% | -43.9% | +72.8% |
| 5Y | +678.2% | +105.7% | +572.6% | +430.2% |
| All | +1,131.4% | +613.9% | +517.5% | +504.6% |
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