+349.5%
MTUM vs KTOS
+613.9%
-264.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.1% |
| 30D | -2.4% | -26.8% | +24.4% | +2.9% |
| 3M | -3.6% | -20.6% | +16.9% | -0.4% |
| 6M | +23.7% | -47.5% | +71.2% | +36.0% |
| YTD | +22.9% | -38.5% | +61.4% | +29.3% |
| 1Y | +21.8% | -31.0% | +52.8% | +23.9% |
| 3Y | +114.4% | +216.5% | -102.1% | +57.8% |
| 5Y | +79.6% | +105.7% | -26.1% | +38.3% |
| All | +349.5% | +613.9% | -264.4% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling