+674.0%
MRNA vs KTOS
+239.8%
+434.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.5% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | +126.1% | -26.8% | +153.0% | +135.7% |
| 3M | +190.0% | -20.6% | +210.6% | +197.9% |
| 6M | +157.2% | -47.5% | +204.7% | +176.8% |
| YTD | +388.2% | -38.5% | +426.7% | +409.9% |
| 1Y | +467.0% | -31.0% | +498.0% | +480.7% |
| 3Y | +36.1% | +216.5% | -180.5% | +13.4% |
| 5Y | -68.0% | +105.7% | -173.6% | -73.3% |
| All | +674.0% | +239.8% | +434.2% | +421.6% |
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 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