+3,130.0%
MPC vs KTOS
+296.1%
+2,833.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +1.2% | -2.3% | +3.5% | +1.7% |
| 30D | +17.0% | -26.3% | +43.2% | +24.1% |
| 3M | +49.5% | -14.3% | +63.8% | +52.4% |
| 6M | +83.5% | -47.2% | +130.7% | +103.6% |
| YTD | +144.1% | -38.1% | +182.2% | +156.5% |
| 1Y | +119.6% | -28.4% | +148.0% | +119.4% |
| 3Y | +168.1% | +219.6% | -51.5% | +79.4% |
| 5Y | +671.3% | +107.0% | +564.4% | +447.1% |
| 10Y | +1,152.3% | +619.4% | +532.9% | +544.5% |
| All | +3,130.0% | +296.1% | +2,833.9% | +1,983.9% |
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