+4.0%
MTUM vs KTOS
-55.0%
+59.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.3% | +1.1% |
| 7D | -10.2% | -14.6% | +4.3% | -8.3% |
| 30D | -20.9% | -16.3% | -4.6% | -19.0% |
| 3M | -17.1% | -38.9% | +21.8% | -11.8% |
| 6M | -14.5% | -42.9% | +28.5% | -9.0% |
| YTD | +2.3% | -53.8% | +56.1% | +8.0% |
| 1Y | +4.0% | -51.5% | +55.5% | +8.1% |
| All | +4.0% | -55.0% | +59.0% | +8.1% |
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 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