+666.7%
MS vs KTOS
-68.7%
+735.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -2.1% | -2.3% | +0.3% | -1.6% |
| 30D | -1.1% | -26.3% | +25.2% | +4.8% |
| 3M | +3.5% | -14.3% | +17.8% | +5.8% |
| 6M | +33.7% | -47.2% | +80.9% | +48.3% |
| YTD | +21.8% | -38.1% | +59.9% | +29.0% |
| 1Y | +41.1% | -28.4% | +69.6% | +43.5% |
| 3Y | +174.5% | +219.6% | -45.1% | +101.0% |
| 5Y | +140.7% | +107.0% | +33.7% | +85.3% |
| 10Y | +791.9% | +619.4% | +172.5% | +407.9% |
| All | +666.7% | -68.7% | +735.4% | +424.4% |
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