-0.8%
MSFT vs KTOS
-25.6%
+24.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -2.0% |
| 7D | -2.7% | -8.0% | +5.3% | -1.9% |
| 30D | +2.7% | -13.6% | +16.3% | +4.1% |
| 3M | +17.0% | -24.6% | +41.5% | +19.1% |
| 6M | +23.8% | -46.3% | +70.2% | +28.9% |
| YTD | +4.0% | -37.0% | +41.0% | +7.4% |
| 1Y | -0.8% | -24.8% | +24.0% | +9.6% |
| All | -0.8% | -25.6% | +24.8% | +9.6% |
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