+140.8%
MS vs KTOS
+100.3%
+40.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -1.5% | -2.4% | +0.8% | -1.1% |
| 30D | -1.5% | -26.8% | +25.3% | +4.0% |
| 3M | +1.4% | -20.6% | +21.9% | +4.9% |
| 6M | +34.7% | -47.5% | +82.2% | +48.2% |
| YTD | +22.7% | -38.5% | +61.2% | +29.1% |
| 1Y | +40.1% | -31.0% | +71.1% | +41.8% |
| 3Y | +181.4% | +216.5% | -35.1% | +100.3% |
| All | +140.8% | +100.3% | +40.5% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling