+168.2%
MSTR vs KTOS
-68.7%
+236.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | -11.2% | -2.3% | -8.9% | -10.6% |
| 30D | +33.8% | -26.3% | +60.1% | +46.6% |
| 3M | +11.5% | -14.3% | +25.8% | +16.0% |
| 6M | -7.2% | -47.2% | +40.0% | +10.9% |
| YTD | -15.4% | -38.1% | +22.7% | -4.9% |
| 1Y | -60.6% | -28.4% | -32.2% | -58.3% |
| 3Y | +260.8% | +219.6% | +41.2% | +135.2% |
| 5Y | +108.8% | +107.0% | +1.9% | +56.4% |
| 10Y | +653.1% | +619.4% | +33.7% | +263.9% |
| All | +168.2% | -68.7% | +236.9% | +220.1% |
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