+2,305.5%
MSCI vs KTOS
+114.5%
+2,191.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -4.7% | -2.3% | -2.4% | -4.4% |
| 30D | -2.2% | -26.3% | +24.1% | +2.4% |
| 3M | -9.7% | -14.3% | +4.6% | -8.4% |
| 6M | +0.3% | -47.2% | +47.5% | +8.7% |
| YTD | -3.5% | -38.1% | +34.6% | +0.5% |
| 1Y | -1.4% | -28.4% | +27.1% | -1.0% |
| 3Y | +6.6% | +219.6% | -213.0% | -19.4% |
| 5Y | -10.9% | +107.0% | -117.9% | -29.7% |
| 10Y | +621.8% | +619.4% | +2.4% | +337.4% |
| All | +2,305.5% | +114.5% | +2,191.0% | +1,446.2% |
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 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