+83.4%
MRK vs KTOS
-56.3%
+139.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -12.3% | +16.2% | +4.0% |
| 7D | +6.7% | -12.7% | +19.3% | +6.8% |
| 30D | +7.8% | -14.4% | +22.2% | +7.9% |
| 3M | +18.2% | -30.7% | +48.8% | +18.6% |
| 6M | +34.7% | -41.9% | +76.6% | +35.8% |
| YTD | +45.8% | -52.6% | +98.4% | +43.8% |
| All | +83.4% | -56.3% | +139.7% | +80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling