+7.5%
MSCI vs KTOS
+216.1%
-208.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -3.2% | -2.4% | -0.8% | -3.0% |
| 30D | -1.1% | -26.8% | +25.7% | +1.4% |
| 3M | -6.3% | -20.6% | +14.2% | -4.8% |
| 6M | +2.1% | -47.5% | +49.6% | +7.4% |
| YTD | -2.3% | -38.5% | +36.2% | -0.4% |
| 1Y | -3.9% | -31.0% | +27.1% | -4.8% |
| 3Y | +7.5% | +216.5% | -209.1% | -18.2% |
| All | +7.5% | +216.1% | -208.7% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling