+40.1%
MS vs KTOS
-29.4%
+69.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -1.5% | -2.4% | +0.8% | -1.2% |
| 30D | -1.5% | -26.8% | +25.3% | +2.6% |
| 3M | +1.4% | -20.6% | +21.9% | +3.8% |
| 6M | +34.7% | -47.5% | +82.2% | +42.8% |
| YTD | +22.7% | -38.5% | +61.2% | +27.1% |
| 1Y | +40.1% | -31.0% | +71.1% | +44.1% |
| All | +40.1% | -29.4% | +69.5% | +44.1% |
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