+389.2%
MRK vs KTOS
-68.9%
+458.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -4.3% | -2.4% | -1.9% | -4.2% |
| 30D | +8.3% | -26.8% | +35.1% | +9.4% |
| 3M | +20.0% | -20.6% | +40.6% | +20.8% |
| 6M | +25.7% | -47.5% | +73.2% | +27.9% |
| YTD | +38.7% | -38.5% | +77.2% | +40.0% |
| 1Y | +74.7% | -31.0% | +105.7% | +75.2% |
| 3Y | +45.4% | +216.5% | -171.2% | +37.3% |
| 5Y | +129.0% | +105.7% | +23.4% | +117.9% |
| 10Y | +228.0% | +615.0% | -387.0% | +196.1% |
| All | +389.2% | -68.9% | +458.0% | +320.0% |
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